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Record W3198083187 · doi:10.3138/ccar.v16i2.009

Flash Boys Class Actions: Civil Fraud, Conspiracy, and the Certifiability of High-Frequency Trading Cases in Canada

2021· article· en· W3198083187 on OpenAlexaboutno aff
Lindsay Frame

Bibliographic record

VenueCanadian Class Action Review · 2021
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicSecurities Regulation and Market Practices
Canadian institutionsnot available
Fundersnot available
KeywordsHigh-frequency tradingClass actionMarket manipulationEnforcementSecurities fraudAlgorithmic tradingAlternative trading systemBusinessCapital marketStock marketEconomicsFinanceLawState (computer science)Political science

Abstract

fetched live from OpenAlex

ABSTRACT: The global COVID-19 pandemic has caused significant volatility in global stock markets, reigniting concerns around the regulation of high-frequency traders. High-frequency traders are electronic traders who use algorithms to execute hundreds of trades in the time it takes to blink an eye. Although some of these traders are harmless, others use their speed advantage to prey on ordinary investors, generating over $5 billion globally in increased trading costs. This article proposes that class action law could protect investors from predatory high-frequency trading behaviours where regulation falls short. Part A provides an overview of high-frequency trading, discussing both its purported market benefits as well as its harmful effects on investors and capital market volatility. Part B discusses the problem of regulators lagging behind in the complex high-frequency trading industry. It then contends that class actions can supplement deficient enforcement efforts, increase investor confidence in the market, compensate harmed investors, and force high-frequency traders to internalize the costs of their behaviour. Part C discusses two high-profile high-frequency trading class actions in the United States. It then analyzes the doctrinal differences between Canadian and US securities law, and applications to the certification process. Part D concludes by suggesting that high- frequency trading class actions are ultimately a viable, although challenging, solution. This article, therefore, proposes modest reforms to securities law — such as modernizing the statutory offences of fraud and market manipulation and creating private rights of action for such offences — to increase the availability of class actions and enhance access to justice for investors in modern capital markets.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.023
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.112
Threshold uncertainty score0.814

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.023
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0030.004
Science and technology studies0.0210.007
Scholarly communication0.0060.002
Open science0.0030.003
Research integrity0.0050.006
Insufficient payload (model declined to judge)0.0070.000

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 head0.052
GPT teacher head0.262
Teacher spread0.210 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2021
Admission routes1
Has abstractyes

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