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John Tepper Marlin

John Tepper Marlin

Posted: November 8, 2007 12:54 PM

Down Dows and Cognitive Dissonance


On October 19 I posted a comment about the relevance of cognitive dissonance to the equity markets. Investors were nervous because of conflicting information about the extent of the subprime losses. John Tierney has since written about cognitive dissonance in the NY Times in a non-Wall Street context. What I said last month seems to apply with two more 300+ declines in the Dow through yesterday and could help explain the wild ride today.

The dissonance (the word disconnect works just as well, if you prefer) has been between two types of signals. One is the large writeoffs by Wall Street firms of losses in subprime loans and related assets. The other is the continuing expansion of the extent of the losses, like the 13th cuckoo that calls into question the ones that have come before. Or, as a Wall Street trader put it to me at noontime yesterday as we were listening to Fed Governor Kevin Warsh: "The equity markets have been saying one thing and the fixed-income markets another. They can't both be right." Traders make their living by surgically eliminating their preconceptions based on new truth and making swift moves in advance of other investors.

The fixed-income markets yesterday were at their most bearish since August, while the Dow has been declining more gently. Equity investors perhaps hang on in the hope that the latest Dow drop is the last, or that another cut in the Fed target rate is in the wings, like cavalry imagined coming over the hill. Or stockholders or mutual fund buyers have given up trying to time their exit from the equities that they own. Professionals are more wary of "catching a falling knife" by acting too early on the belief that the bad news has ended. I remember in the summer of 2000, after the disastrous March decline of the prices of dotcom stocks, someone was attempting to sell shares in a bottom-fishing hedge fund that would pick up dotcom bargains. Well, the dotcom basement had a sub-basement and even a level B and C below that, as we found out in November 2000 if not before.

The fast-growing Royal Bank of Scotland, the world's fifth-largest bank, takes a surprisingly dim view of how much more in the way of losses remains to be declared. Its chief credit analyst, Bob Janjuah, estimates subprime losses and new accounting requirements (FASB 157, effective Nov. 15, which will make it harder for Wall Street accountants to mark hard-to-value illiquid "Level 3 assets" to what Janjuah calls "make-believe") will bring cumulative writedowns in the $250-$500 billion range. Up till now we have seen at most $50 billion acknowledged. So either RBS overestimates or the capital markets still have significant adjustments to make.

As of the early afternoon today the bears were out in force after Fed Chairman Ben Bernanke testified to Congress that he expected the economy to "slow noticeably" in the fourth quarter and that higher inflation could be caused by rising commodity prices and a weaker dollar. Bernanke said that this difficult combination of affairs (stagflation) would probably be temporary. The Dow was down about 180 points by the early afternoon and the NASDAQ fell 3.3 percent. By the end of the trading day, however, the S&P 500 index and the Dow were only slightly negative. The mostly smaller and riskier NASDAQ stocks, however, shed about 1.9 percent of their value.

 
 
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02:10 PM on 11/12/2007
I'm afraid we must just learn that those who sell securities of any kind, are no better than those that sell really cheap used cars or, those who sell "just listen to me and you will go to heaven when you die," religion. The thing is, people when left to their own devices, will if they have no moral base, allways lie. Of course the one of two jobs the federal government has is to enforce contracts, (the other being protecting the general population from unlawful invaders), and of course, because our government is not legitment and should be ignored, the government has failed in both areas. Our government is too corrupt to perform as a legitmate entity and all in our government should be either reinterviewd for their competancy in the case of hired non-political people or, removed via what ever means imaginable, for corruption in the case of all our elected individuals and their evil immoral minions.
10:20 PM on 11/11/2007
Another way to put it is; the national debt is over $9 trillion dollars. If we were to pay this debt at the rate of $1.00 per second it would take until about the year 290007 to pay off what we now owe. Source www.globalresearch.ca/index.php?context=va&aid=7306

and I am sure some Agent Provocateur will try to dis this source or me. Right godlesscliff.?
08:09 PM on 11/10/2007
Let's hope 250-500 billion dollars of writedown is all that there is to it. And let's hope it is spread out all over the world and not all concentrated in the States. There is fear that foreclosures may spread to the prime borrowers
if the economy should weaken further. More importantly, let's hope the writedown will be swift and decisive, unlike what happened to Japan in the '90's that took 15 years.
12:55 AM on 11/10/2007
Cognitive disconnect in the all-wise market? The market is telling us it is disconnected from reality? I'm not sure anybody is saying the markets are predicting the future of the economy.

It could well be the market is telling us that the oceans of liquidity pumped into the economy over the past ten years now need a place to roost. A place that is liquid. Don't come near the market with something non-liquid or hard to understand.

Commodities are going through the roof: Oil, grain, gold, etc. (Look there for the next bubble.) Stocks are holding up in spite of bad news and more bad news. Bonds are high because people are scared of stocks. The euro keeps rising.

Investors need somewhere to park their money.

It's like VivaZapata says, what are you going to do?

I-bonds, maybe? They guarantee 1% or more over inflation. Not a lot, but it's going to be more than other safe investments.
06:16 PM on 11/09/2007
The price deflator used for the GDP calculations has been too low for years.

One one looks at growth vs inflation we have been stagnant at best for two years. The most recent report on GDP actually used .8% as a price deflator - .8% !

If anyone believes prices are only going up .8% I have a bridge to sell them.
07:47 AM on 11/09/2007
We have soaring inflation when food and fuel are included. Add to that Middle and Lower class tax INCREASES.
Then we have stagnant or falling wages for all but the overlords, along with a plummeting dollar.
This is STAFLATION.
It is not a question of if there will be a recession, but when did it start!
photo
HUFFPOST SUPER USER
VivaZapata
05:54 AM on 11/09/2007
Tell me something I don't know. What is Joe Shmoe supposed to do with his little savings and not much else? That would be an interesting article.
10:32 PM on 11/08/2007
As far as I can tell, the disconnect occurs in the numbers they measure for the economy. I strongly suspect that the manner of measuring the economy is reading more of China's boom than the USA. Main Street America has long been out of step with the so called robust economy. For most of America, it been tepid and weak if not downright depressed with layoffs in manufacturing and job creation only in low paying service sectors. And wage stagnation.
I'm not much of an economist, but a scientist. Data that doesn't match observations (like the average American's wallet) is.. in polite terms... Crap. (what I truly feel about it, shouldn't be printed). It's obvious to me, the USA economy had been in a world of hurt for some time and the subprime problems prove it.