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Record W1567630625

PROTECTING MARKET INTEGRITY IN AN ERA OF FRAGMENTATION AND CROSS BORDER TRADING

2014· article· en· W1567630625 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueSSRN Electronic Journal · 2014
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicSecurities Regulation and Market Practices
Canadian institutionsUniversity of New Brunswick
Fundersnot available
KeywordsBusinessMarket microstructureAlternative trading systemMarket liquidityInsider tradingFlash tradingMarket manipulationEmerging marketsAlgorithmic tradingStock marketIndustrial organizationDark liquidityOrder (exchange)Finance
DOInot available

Abstract

fetched live from OpenAlex

Stock exchanges and trading on them has changed dramatically in the last few decades as markets for securities have fragmented, trading volumes have escalated and the opportunities to trade in different markets and across international borders has increased. These changes to the markets have been driven principally by a focus on improving market efficiency, liquidity and investor choice rather than protecting the integrity (or fairness) of the markets. Yet some of these changes may have had an adverse impact on market integrity and, in particular, may have increased the ability of market participants to engage in market abuse such as insider trading and market manipulation. In response to these changes, securities regulators have endeavoured to adapt to this new trading environment, but has the reaction of regulators been satisfactory to protect the fairness of markets? This article seeks to explore this question by outlining the changes, considering how they may have impacted upon market integrity and analysing the regulatory response. Finally this article argues that to successfully maintain and improve market integrity considerably more needs to be done to improve the collection, exchange and analysis of information to maintain effective market oversight.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.427
Threshold uncertainty score0.524

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.002
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.011
GPT teacher head0.303
Teacher spread0.292 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it