Sunday, 22 February 2015

A Random Walk to Passively Managed Funds?

Arnold (2013) states: ‘an efficient capital market occurs when securities, for example, shares, rationally reflect all the available information.’  When information comes to light, this will swiftly and rationally be reflected in the share price.   According to the efficient market hypothesis (EMH), no trader can make a greater return than the risk taken for buying that share.  If this was to happen, it would be occurring by chance.

Fama (1970), an important researcher in the area of capital market efficiency separates efficiency into three different levels or categories:

Strong Form – Publicly and Privately held information is reflected in Share Price
Semi-Strong Form –Share price fully reflects all relevant publicly available information
Weak Form –Share price fully reflects information in historical prices

In his paper in 1953, Maurice Kendall explored the movements in stock prices over time, looking for any trends or patterns as he went about his work.  In short, he was unable to find any trends in the fluctuations of the stock price and concluded that the stock price followed a ‘random walk.’
In the financial world, there seems to be a general view that stock markets are efficient with investors steadily shifting assets from actively managed funds into passive managed funds.  Actively managed funds have been severely underperforming the stock market.  At the end of 2013, index funds accounted for one dollar of every five invested in US mutual funds overall and more than one-third of the assets in US equity funds (Pozen and Hamacher, 2015).  The move to passively managed funds signals that there is strong support for the Efficient Market Hypothesis.

There are several arguments against the Efficient Market Hypothesis.  Malkiel (2003) argues that investors can collectively make mistakes and some market participants are less than rational.  As a result, pricing irregularities and even predictable patterns in stock returns can appear over time and even persist for short periods.  Malkiel (1980) also supported the view of Grossman and Stigliz who stated that the market cannot be perfectly efficient, or there would be no incentive for professionals to uncover the information that gets so quickly reflected in market prices.

Furthermore, the issue of Insider Trading is common in the business world today.  How can stock markets be efficient if this is happening behind the closed doors of listed companies? If information can be accessed by internal investors but not by external investors, surely a capital market cannot be deemed completely efficient.  Take for example the recent case of the former financial analyst for the US pharmaceutical giant Merck & Co. Inc. who pleaded guilty to charges related to insider trading.  His plot focused on using inside information about various intended corporate acquisitions to purchase shares in the company (Calia, 2015). 

To a degree, there is strong evidence that efficient capital markets exist.  However it is impossible to determine if capital markets are fully efficient.  If investors were only relying on publicly available information, I think they would quickly lose the ‘thrill’ of investing in the stock market. 


References


Arnold, G. (2013). Corporate financial management.  (5th ed.) Harlow, England: Financial Times/Prentice Hall


Calia, M. (2015). Former Merck Analyst Pleads Guilty to Insider Trading Charges. WSJ. Retrieved 20 February 2015, from http://www.wsj.com/articles/former-merck-analyst-pleads-guilty-to-insider-trading-charges-1424446449

Fama, E. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. The Journal Of Finance25(2), 383. doi:10.2307/2325486


Grossman, S. J., & Stiglitz, J. E. (1980). On the impossibility of informationally efficient markets. The American economic review, 393-408.  Retrieved 20th February from http://www.jstor.org

Malkiel, B. (2003). The Efficient Market Hypothesis and Its Critics. Journal Of Economic Perspectives, 17(1), 59-82. doi:10.1257/089533003321164958


Pozen, R., & Hamacher, T. (2015). Has the death knell of active management been rung too soon?. The Financial Times. Retrieved 18th February 2015 from http://www.ft.com/cms/s/0/e153fbc6-a644-11e4-89e5-00144feab7de.html#axzz3ZNKMrKJ4




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