Why do the price elasticities of demand vary?

December 15th, 2009

The primary determinants of a product’s price elasticity of demand are the availability of good substitutes and to some extent the share of the typical consumer’s total budget expended on a product. Let’s consider each of these factors.
Availability of Substitutes

The most important determinant of the price elasticity of demand is the availability of substitutes. When good substitutes for a product are available, a price increase induces many consumers to switch to other products. Demand is elastic. For example, if the price of felt tip pens increases, many consumers will switch to pencils, ballpoint pens, or (for children) crayons. If the price of apples increased, consumers might substitute oranges, bananas, peaches, or pears.
When good substitutes are unavailable, the demand for a product tends to be inelastic. Medical services are an example. When we are sick, most of us find witch doctors, faith healers, palm readers, and aspirin to be highly imperfect substitutes for the services of a physician. Not surprisingly, the demand for physician services is inelastic.
The availability of substitutes increases as the product class becomes more specific, thus increasing price elasticity. The price elasticity of Chevrolets, a narrow product class, exceeds that of the broad class of automobiles in general. If the price of Chevrolets alone rises, many substitute cars are available. But if the prices of all automobiles rise together, consumers have fewer good substitutes.

Product’s Share of the Consumer’s Total Budget

December 13th, 2009

If the expenditures on a product are quite small relative to the consumer’s budget, the income effect will be small even if there is a substantial increase in the price of the product. This will make demand less elastic. Compared to one’s total budget, expenditures on some commodities are minuscle. Matches, toothpicks, and salt are good examples. Most consumers spend only $1 or $2 per year on each of these items. A doubling of their price would exert little influence on a family’s budget. Therefore, even if the price of such a product were to rise sharply, consumers will still not find it worthwhile to spend much time and effort looking for substitutes.
In part (a), the demand curve for ballpoint pens is elastic because there are good substitutes- for example, pencils and felt tip pens. Therefore, when the price of the pens increases from $1.00 to $1.50, the quantity purchased of them declines sharply from 100,000 to only 25,000. The calculated price elasticity equals – 3.0. The fact that the absolute value of the coefficient is greater than 1 confirms that the demand for ballpoint pens is elastic over the price range shown.
Part (b) shows the demand curve for cigarettes. Because most smokers do not find other products to be a good substitute, the demand for cigarettes is highly inelastic. If a unit of six cigarettes is worth a dollar, a substantial increase in price (from $1 .OO to $1.50) leads to only a small reduction in the quantity demanded. The price elasticity coefficient is – 0.26, substantially less in absolute value than 1, confirming that the demand for cigarettes is inelastic.

The threat of corporate takeover

December 10th, 2009

Managers who do not serve the interests of their shareholders leave the firm vulnerable to a takeover. This is a move by an outside person or group, noticing the bad management, to gain control of the firm. As we previously noted, shareholders who lose confidence in the firm’s management can exit the arrangement by selling their shares. When a significant number of shareholders follow this course of action, the market value of the firm’s stock will decline. This will make it an attractive prospect for takeover specialists shopping for a poorly run business, the value of which could be substantially increased by a new and better management team.
Consider a firm currently earning $1.50 per share. At present, the market value of the firm’s stock is $15 per share. If the firm’s earnings are low because the current management team is pursuing its own objectives at the expense of profitability. then a corporate takeover could lead to substantial gain for someone. Suppose outsiders belie\e the? can restructure the firm, improve the management. and double the firm‘s earnings. They then “tender” a takeover bid make an offer to buy the shareholders‘ stock or persuade them to  pressure the board of directors to sell out. Suppose the) offer S20 per share. This is more than the current market value of the firm, so shareholders and the board will be tempted to accept the offer and gain wealth from the sale. If the takeover team gains control of the firm.improves its performance, and increases its earnings to $3 per share, then the stock value of the firm will rise accordingly (to $30 per share).
Of course, the current managers have an incentive to resist the takeover. After all, they are likely to lose their jobs if the potential new owners are successful. Unfortunately for them. though, the shareholders or their board of directors will ultimately decide whether or not to accept the offer. The takeover threat helps keep current managers from straying far from a strategy to maximize profit. Some corporate managers have instituted policies to help defend their firms against takeovers. However, limiting the power of shareholders this way can significantly lower the stock price of a badly managed company. Moreover, managers thought to be doing a bad job will have to make it extraordinarily difficult for a takeover to occur in order to avoid being ousted.

OCKHAM’S EQUATION

December 5th, 2009

In the very short term, no one knows what the price of a commodity future will do. Everyone knows what it has done in the past, of course, but market tacticians disagree on how much useful information- as far as predicting upcoming price action- is encoded in recent price patterns. Some observers, myself included, believe there is little or no information on future price direction to be found in historical prices. Others swear by technical analysis, to the extent of ignoring market fundamentals altogether.
Regardless of trading philosophy, few serious players would dispute that in the very short term at least the price of a freely traded entity like a commodity future will fluctuate in a virtually random manner, even as it is responding to supply and demand considerations such as weather forecasts, farmers production intentions, the whims of consumers and economic policymakers, and the occasional mass-hysterical phenomenon sometimes called “the madness of crowds.”
Commodity prices may change abruptly, as when instantaneous and substantial news must suddenly be absorbed into the marketplace. Jolts of this type arrive, by definition, in a random manner but create seemingly nonrandom commodity price patterns, especially when these patterns are viewed in retrospect on price charts and divorced from the news that gave rise to them in the first place. Regardless of how nonrandom a trading market may  appear in retrospect, at each instant of time that it was open and trading freely a temporary baknce existed between the forces of supply and demand, as did a state of very temporary price equilibrium.
Since the price of an option is a function of the price action in its underlying instrument, be it a commodity future or a stock, the price of an option is a derivative variable rather than an independent variable. Some pundits will argue that price action in an option presages upcoming action in the underlying instrument. Whereas this may be true in the case of stock options, where a sudden huge increase in options volume might be the result of insider trading, it is certainly not true of commodity futures where inside information does not really exist. I intend to treat options as pure derivatives, which means that I am going to be much more interested in the variability of futures prices than in the variability of options prices.
The relationship of paramount interest to option strategists is the relationship between an option price and the variability of its underlying future isolated from all other variables. The variability of the option price itself is of secondary importance, for that is affected by factors other than the variability of the underlying future: The price of an option, for example, will vary with the time remaining to expiry and also with the differential between the current futures price and the strike price of the option. All these numbers are continuously changing, making interpretation of an option price profile over time a rather pointless exercise. Needless to say, option price charts of the high/low/close variety are rarely seen.