The TRADE 63 - Q1 2020 | Page 43

[ R E S E A R C H Declining levels of coverage for large stocks have no obvious impact on liquidity, but price discovery is hindered if the number of analysts on a small-cap drops from one or two to zero. Pacitti points to the fact that there are already at least 15 research aggregator platforms operating in Europe today, not including the largest market data vendors such as Bloomberg, Refinitiv, FactSet and S&P Global. “The idea that a research marketplace would somehow stem the flow of commission dollars towards the bulge bracket research houses is as fanciful as it is impractical,” he argues. Devil you know The intention of MiFID II to improve transparency and protection for investors in the wake of the 2008 financial crisis has fallen victim to unintended consequences. The results, according to Pacitti, are “less research, less liquidity, and less efficient markets resulting in worse returns for investors,” even when considering asset manager fee compression and reduced research budgets for the buy side. Woozle conducted interviews with 45 independent research boutiques in Europe and the vast majority reported that they were somewhat or significantly disappointed with the levels of commission generated by the research marketplaces to which they contribute. Woozle found that 30% of research providers are earning no revenues on those systems, and approximately half of the total commission dollars being spent by buy-side investment firms is being split between the top 20% of sell-side vendors. | U N B U N D L I N G ] Pacitti’s Woozle Research firm takes its name from the “Woozle effect” in academia, where a research conclusion is cited as evidence by other researchers, regardless of whether the conclusion was correct in the first place. He draws a parallel with the 1933 Glass-Steagall Act in the US, which separated investment and commercial banking in the wake of the Wall Street Crash of 1929. The unintended consequences of restricting US banks to only sourcing a maximum of 10% of income from investment securities has increased risk as institutions weren't able to diversify exposure. The Glass-Steagall Act was eventually repealed in 1999 and Pacitti adds that in the long-term, industry regulations will be “cyclical not structural. There's a good probability that the adverse consequences of MiFID II will be repealed or will see significant changes”. In the meantime, the buy-side may prefer to stick with the devil it knows. Introducing adequation “The idea that a research marketplace would somehow stem the flow of commission dollars towards the bulge bracket research houses is as fanciful as it is impractical.” MARK PACITTI, FOUNDER AND MANAGING DIRECTOR, WOOZLE RESEARCH between the price and cost of research would change research providers’ business models once again and add a new regulatory burden on asset managers, argues Patrick Simion, head of public affairs at BNP Paribas Asset Management in Paris: “We have become used to MiFID II rules and we don’t feel that additional rules will help.” That view is echoed by Charlotte Decuyper, market structure and strategy analyst at Liquidnet in London. When MiFID II came into force, the challenge for most asset managers was being able to collate data to accurately assess and evaluate their consumption and the quality of research. The result is that asset managers, also facing the growth of passive investing, are now seeking to only consume research where they see clear value-added in the investment process. “Based on the new data, the objective is to select the best in class type of research,” Decuyper says. Asset managers have also started favouring new types of access such as discussions with a veteran analyst: “The industry has been adjusting to the new rules over the last two years and processes are just starting Issue 63 // thetradenews.com // 43