Monthly Archives: March 2012

Do Newspapers Matter?

The study of economics has always had a strong preference for theory rather than experimentation. New theories that gain wide acceptable are internally consistent with other theories, even if empirical evidence shows otherwise. Contrast this with the study of psychology, where experiments under laboratory conditions are widespread. Economics, on the other hand, often deal with social issues of such scale that experimentation is impossible — it is often not feasible to change one element of a highly complex system and observe the results.

Every once in a while a natural experiment presents itself, however. Sam Schulhofer-Wohl and Miguel Garrido of Princeton University study the impact of the closing of a newspaper on the level of civil and political engagement among readers in a working paper titled, “Do Newspapers Matter?”. Often times, a newspaper closes due to declines in readership, but in this case, the closing of the newspaper was contractually agreed upon thirty years in the past.This allows the researchers to examine the impact of the closing of the newspaper without the impact of other factors that normally accompany the closing of a newspaper. In other words, it’s a natural experiment — something that normally would only be possible in a laboratory setting happens to manifest itself in real life.

Schulhofer-Wohl and Garrido state that “a century ago, 689 cities in the United States had competing daily newspapers; at the start of this year, only about 15 did.” One might say that these newspapers have been replaced by something better (the Internet), but Schulhofer-Wohl and Garrido make a compelling argument that the closing of newspapers have a significant negative effect on the level of civic engagement and political awareness of readers:

The logo of the E.W. Scripps Co., printed on the front page of all its newspapers, is a lighthouse. This paper describes what happened when one of Scripps’ lights went out. The Cincinnati Post was a relatively small newspaper, with circulation of only 27,000 when it closed. Nonetheless, its absence appears to have made local elections less competitive along several dimensions: incumbent advantage, voter turnout, campaign spending and the number of candidates for office. We caution that although our preferred point estimates tell a compelling story, the results are statistically imprecise and sometimes sensitive to the treatment of very small municipalities. Further, our results cover only the Kentucky suburbs, because Ohio has not held regular municipal elections since the Post closed, and represent only the short-run consequences of the paper’s closing. Future research could investigate whether political engagement and competition return to their pre-closure level in the long run.

Several other well-known newspapers have closed since the Post (the largest being Scripps’ Rocky Mountain News , circulation 210,000, just this February) and more are in danger. Observers are energetically debating whether these closings matter: Do newspapers play a valuable, irreplaceable role in American democracy? Starr (2009) argues that the newspaper industry’s decline raises practical questions for anyone concerned about the future of American democracy.” On the other hand, after the Rocky closed, U.S. Rep. Jared Polis, Democrat of Colorado, said the paper’s demise was mostly for the better” (Crummy, 2009). Whether our results support Starr’s view or Polis’ depends on how one values competitive elections. But if voter turnout, a broad choice of candidates and accountability for incumbents are important to democracy, we side with those who lament newspapers’ decline.

 

Read the full paper here.

Warren Buffet’s $50 Billion Decision

Warren Buffet on turning down Benjamin Graham’s offer to replace him:

This was a traumatic decision. Here was my chance to step into the shoes of my hero—I even named my first son Howard Graham Buffett. (Howard was for my father.) But I also wanted to come back to Omaha. I probably went to work for a month thinking every morning that I would tell Mr. Graham I was going to leave. But it was hard to do.

The thing is, when I got out of college, I had $9,800, but by the end of 1955, I was up to $127,000. I thought, I’ll go back to Omaha, take some college classes, and read a lot—I was going to retire! I figured we could live on $12,000 a year, and off my $127,000 asset base, I could easily make that. I told my wife, “Compound interest guarantees I’m going to get rich.”

Continue reading here.

Oaktree Capital’s Howard Marks: Reasons Why I Am Bullish On Equities

I previously wrote about Nassim Taleb’s position that investors should avoid exposure to the media. The reason is simple: journalists are primarily paid to get a readers attention while disseminating information is secondary. Taleb states, “The problem with information is not that it is diverting and generally useless, but that it is toxic.”

Oaktree Capital’s Howard Marks takes another view. Careful analysis of information presented by the media can be used to take the pulse of the market. Marks describes an article titled, “The Death of Equities” (written in 1979) which presents compelling arguments for why equities would continue to underperform going forward. However, the article actually marked the beginning of a 20-year bull cycle:

So the insightful, unemotional, contrarian investor will read an article like “The Death of Equities” and conclude that things are about as bad as they can get. And if things can’t get worse, they’ll probably get better eventually. it’s no more scientific than that. If in mid-1979 people though things could only get worse, there was no optimism to evaporate. That meant the litany of negatives actually foreshadowed something very different: The Rebirth of Equities. And that’s exactly what happened.

The S&P 500 gained 18.4% in 1979, the year “The Death of Equities” was written, and went on to average 18.9% a year for the next 20 years. There were only two down years during that span: a measly 4.9% in 1982 and 3.1% in 1990. This has to have been the best 21-year period in the modern era. Importantly, the stage had been set for this rise in 1979 by the accumulation and excessively pessimistic discounting of negatives.

Marks suggests that a similar situation may be occurring today. He suggests that sentiment is biased to the negative side at a time when stocks appear reasonably situated. The reasons include:

  • Stocks have returned almost nothing over the last twelve years.
  • For the first time, the 30-year return on stocks has been below the return on bonds.
  • The price of the S&P 500 index is still 8% below its 2000 high, while its companies’ earnings per share have nearly doubled over the intervening period.
  • Thus the P/E ratio on the S&P 500 is in the low double digits, a substantial discount from the post-World War II norm and down from the low 30s at the peak.
  • Just as in 1979, institutional investors have lost interest in equities and are looking increasingly to alternatives. The love affair with equities that ran from 1979 to 1999 seems to be over.
  • Allocations to equities have been cut substantially in favor of bonds and alternatives. For example, according to What I learned This Week of March 15, “The ICI reports that $408 billion was redeemed from U.S. equity mutual funds between 2007 and 2011 and $792 billion was invested in U.S. bond funds in the same period.”

Read the full memo here.

Seth Klarman on the Painful Decision to Hold Cash

Seth Klarman of Baupost Group writes in a 2004 year-end letter on the painful decision to hold cash. Although written over seven years ago, his advice is extremely relevant today. The overall market is up around 30 percent since the recent lows in October which can be disconcerting for investors who have not been fully invested.

Klarman touches upon a point that I have seen made by others — professional investment managers compete on relative performance rather than absolute performance. It’s okay to be down 20 percent if all your peers are down 20 percent, but it’s definitely not okay to be only up 10 percent if your peers are up 15 percent. Retail investors, on the other hand, aren’t faced with the constant pressure that comes with performance comparisons with some mandate or benchmark.

One interesting viewpoint that Klarman makes is that investors should view themselves as a business from a corporate finance point of view. Company management creates shareholder value by investing in projects with positive NPV. In other words, a projects internal rate of return should exceed the company’s cost of capital. Investors should view their investments in the same way:

Investors expect corporate managements to make carefully reasoned decisions, such as whether or not to commit their capital to build new factories, hire additional staff or acquire a competitor. A corporate management that invested capital at low expected returns just because they had the funds at their disposal and nothing immediately better to do would inevitably arouse investor ire. Why, then, should any investor (hedge fund, mutual fund or individual) always deploy 100% of their capital into marketable securities, applying none of the analytical rigor or intellectual honesty they would demand of the underlying corporate managements? As we said last year, why should the immediate opportunity set be the only one considered, when tomorrow’s may well be considerably more fertile than today’s.

Read the full excerpt from the letter here.

Oaktree Capital’s Howard Marks: The Relationship Between Sports and Investing

Howard Marks of Oaktree Capital Management is out with his latest memo. Readers unfamiliar with him may be surprised to know that Warren Buffet says, “When I see memos from Howard Marks in my mail, they’re the first thing I open and read.” He is regarded as one of the leading thinkers in the field of investment management.

In his latest memo, he draws upon a number of sports-related analogies from tennis, football, baseball, and soccer. His underlying message is that one should remain humble and strive for consistent returns rather than succumbing to the pressure of achieving extraordinary returns. In other words, the best investment managers do not “swing for the fences”:

“The key to investment success isn’t hitting home runs; it’s avoiding strikeouts and inning-ending double plays.” I say this over and over . . . and over . . . as you’ve no doubt experienced. But I truly believe it.

Investing is a testosterone-laden world where too many people think about how good they are and how much they’ll make if they swing for the fences and connect. Ask some I-know-school investors to tell you what makes them good, and you’ll hear a lot about home runs they’ve hit in the past and the home runs-in-the-making that reside in their current portfolio. How many talk about consistency, or he fact that their worst year wasn’t too bad?

One of the most striking things I’ve noted over the last 35 years is how brief most outstanding investment careers are. Not as short as the careers of professional athletes, but shorter than they should be in a physically non-destructive vocation. Where are the leading competitors from the days when I first managed high yield bonds 25 or 20 years ago? Almost none of them are around anymore. And astoundingly, not one of our prominent distressed debt competitors from the early days 15 or even 10 years ago remains a leader today.

Where’d they go? Many disappeared because organizational flaws rendered their game plans unsustainable. And the rest are gone because they swung for the fences but struck out instead.

That brings up something that I consider a great paradox: don’t think many investment managers’ careers end because they fail to hit home runs. Rather, they end up out of the game because they strike out too often – not because they don’t have enough winners, but because they have too many losers. And yet, lots of managers keep swinging for the fences.

Mathematically, this can be explained by realizing that an investor’s cumulative returns are a function of the investor’s geometric average returns and not simple average returns. An investor who achieves a return of -50 percent in the first year and +100 percent in the second year (thus breaking even) will have a geometric average of zero percent but a simple average of +25 percent.

Read the full memo, “What’s Your Game Plan”, here.

What I’m Reading – March 18, 2012

Where Asia’s richest man is putting his money now [Forbes]

The Adaptive Markets Hypothesis: Market Effiency from an Evolutionary Perspective [MIT]

How Wall Street Bankers Use Seamless To Feast On Free Lobster, Steak, And Beer [Fast Company]

Brain scan: Taking the long view [The Economist]

School for quants [FT]

Ray Dalio: Man and machine [The Economist]

A star fund’s mystery man [Fortune]

Foxwoods Is Fighting for Its Life [NY Times]

The Man Who Broke Atlantic City [The Atlantic]

Taleb Distribution [Wikipedia]