The Stock Market, Rational Expectations, and the Efficient Market Hypothesis

Mishkin Ch. 7

Important Measures

PE ratio

Price to earnings

PE = Price/EPS

Ex:

eBay

(P = 39.61, EPS = .99)
PE =
PE = in 2000

Google

(P = 576.22, EPS = 12.31)
PE =

Market Capitalization

total dollar value of all outstanding shares

Ex:

Google$180 B

Amazon.com$39 B

Barnes & Noble $ B

Computing Stock Prices

One-Period Model

–Notation:

•P0 = today’s price
•P1 = price in 1 year
•DIV1 = dividend paid at the end of the year
•ke = required return on investments in equity

Why ke and not just i?

–i with bonds was interest on an equally risky investment

•ke = irisk free + equity risk premium

–Your equity risk premium depends on how much you know about the corporation

–Must expect to get at least ke or will not purchase the stock

Dell

–Expect a $2.00 dividend payment

–Expect price to be $45.00 in one year

–You require a 15% return on Dell stock

–You would be willing to pay:

Hold for 2 years?

Gordon Growth Model

Assumes dividends will grow at a constant rate = g (estimate)

–D0 = most recent dividend payment (known)

P0 =

Expectations

Adaptive Expectations

Ex:

–Will you get “lucky” on your next date?

–Farmers

•Corn or Wheat

Rational Expectations

–Use all available information

Ex:

–Will you get “lucky” on your next date?

Rational Expectations in Financial Markets

Efficient Market Hypothesis

Asset prices full reflect all available information

If not,

By profiting,

Efficient Market Hypothesis

Ex: 2 mkts for apples

Georgetown & RR

PG = $3
PRR = $5

Ex: Stock Returns

RETSTOCK = (DIV1 + Pt+1 – Pt)/ Pt

Expect higher returns in stock market

Evidence in Support of the Efficient Market Hypothesis

Stock prices follow a random walk

–Future stock prices are unpredictable

•Deviations from the expected price should be mean zero

Strong past performance does not predict strong future performance

Evidence Against the Efficient Market Hypothesis

January Effect

–Stock prices increase in January

Market Overreaction

–Investors overreact to news about a company

Small-firm Effect

–Small firms have higher returns over the long-run

If you believe in Efficient Mkts

Investment Advisors offer no help

–Pick an index fund (S&P 500)

–“buy and hold” strategy

Only important information is unexpected, and private information.

What really happened to Long-Term Capital Management?

Hedge Funds

–virtually no regulation

Lowest investment $250,000 - $500,000

Expenses

1% of total fund

20% of profits (25% at LTCM)

Long-Term Capital Management

Robert Merton, of HarvardUniversity

Myron Scholes, of StanfordUniversity

–Options Theory

•put a price on risk

How they got in trouble:

–Bet on the spread between interest rates on German and Italian bonds.

–Observed:

Spread between iGerman and iItalian too wide

–Bet that the spread would narrow

expected:

iGerman
iItalian

LTCM

Expect price of bonds 

–Buy bonds

Expect price of bonds 

Problems

Now must buy the bonds for more than they were sold for = losses

In addition:

–borrowed to buy the Italian bonds (leverage)

–borrowed 50 times its capital

How could this happen?

1. Shit happens

2. Knew shit happens, but did not factor that in

3. Moral Hazard

Solution

Instead of a fire sale

–refinanced, ownership transferred to another group

•Merrill Lynch & Co.

•Bankers Trust

•Chase Manhattan

•Morgan Stanley-Dean Witter

•J.P. Morgan

Refinance of LTCM

Fed brokered the deal

no Federal Reserve funds

no tax money

no forced acceptance of terms

$3.65 billion dollar bailout

Was this needed?

Greenspan:

“could have potentially impaired the economies of many nations, including our own.”

“a fire sale would result in severe, widespread, and prolonged disruptions to financial market activity.”

Consequences of the Bailout

“Too Big to Fail” mentality

–moral hazard

Damage to Fed’s reputation

–other economies need to modernize

•let weak institutions fail