Subscribed Data
Database is available through WRDS. Please contact Lori Tang, PhD for account information.
| DATABASES | DESCRIPTION | |
|---|---|---|
| Audit Analytics | Audit Analytics is a premium company intelligence service providing independent research to the investment, accounting, insurance, legal, regulatory, and academic communities. | |
| Bank Regulatory | The Bank Regulatory Database provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. | |
| Beta Suite by WRDS | Beta Suite is a powerful web-based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way. The tool is designed with flexibility in mind, capable of handling monthly, weekly, and daily rolling regression on a common set of market risk factors. | |
| Bond Returns | The WRDS Bond Database is a novel and unique corporate bond database compiled by WRDS Researchers using the best standards in recent fixed income research. | |
| Blockholders | This dataset contains standardized data for blockholders of 1,913 companies. | |
| Capital IQ | Capital Structure provides extensive debt capital structure for over 60,000 global public and private companies and equity capital structure data on over 80,000 active and inactive companies worldwide. | |
| CBOE Indexes | CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The New VIX still measures the market’s expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility “skew” by using a wider range of strike prices rather than just at-the-money series. | |
| Compustat | Compustat provides more than 500 company-level fundamentals, including items such as Income Statements, Balance Sheets, and Flow of Funds. It also offers an even larger number of supplemental data items for more than 47,000 active and 37,000 inactive companies worldwide. | |
| Company Subsidiary Data (Beta) | WRDS Company Subsidiary database contains parent company and subsidiary relationships for companies filing with the SEC between 1995 and 2019. Data is parsed from exhibits attached to a variety of filing types (10-K, 10-Q, etc.), but relies primarily on Exhibit 21. | |
| CRSP | The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX, and NASDAQ stock markets. | |
| DMEF Academic Data | Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations. | |
| Dow Jones | The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), as well as The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), The Dow 10, and The Dow 5. | |
| Efficient Frontier by WRDS | Efficient Frontier by WRDS | |
| Event Study by WRDS | The event studies are widely used by empirical researchers in finance, economics, accounting, law, and other business disciplines to analyze the market reaction to firm-specific and market-wide events using either returns or volume around the time when the event occurred. | |
| European Short Data | Implemented after the previous global financial crisis to increase market transparency, this data encompasses all significant short positions reported by institutional investors under the EU236 Rule. | LINK |
| External Data Sources | A curated and inexhaustive list of external data outside of WRDS. WRDS does not support data from any of these sources, but offers this list as a helpful resource for researchers. Resources for the following industries include: Political, Regulatory, Real Estate, City Finance, Geography, and Climate, Legal Technology Healthcare | |
| Fama-French Portfolios and Factors | Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s website at Dartmouth. | |
| Federal Judicial Center | The Federal Judicial Center’s (FJC) Integrated Database contains data on all federal, civil, criminal, bankruptcy, and appellate court case information reported by the courts to the Administrative Office of the U.S. Courts. Coverage: mid-1969 through the present. | |
| Federal Reserve Bank Reports | The Federal Reserve Bank Reports in WRDS contain two databases collected from Federal Reserve Banks the Foreign Exchange Rates and Interest Rates. | |
| Financial Ratios Suite | WRDS Financial Ratio is the latest addition to the WRDS analytics platform. It’s a web-based engine that delivers over 70 pre-calculated financial ratios for all U.S. companies across eight different categories (Valuation, Liquidity, Profitability, and etc.). Researchers can easily obtain both firm-level and industry-level ratios through point-and-click on the web query. | |
| IBES | I/B/E/S International Inc. created its Academic Research Program over 30 years ago to provide both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations. | |
| ISS: Institutional Shareholder Services | Access Historical Governance, Historical Directors data, Voting Results data, Voting Analytics with N-PX data, Incentive Lab data, and Shareholder Proposal data. | |
| Intraday Indicators | The WRDS Intraday Indicator Database (IID) contains daily stock market indicators obtained from NYSE TAQ data. The objective is to facilitate research by overcoming extensive programming time and user’s computational limitations on calculating these indicators using complex TAQ data. Another advantage is the ability to use many of these variables as “right-hand-side” variables. | |
| Linking Suite | The WRDS Linking Suite allows users to easily download link table between various heavily used databases on WRDS platform. | |
| Macro Finance Society | The Macro Finance Society curates a list of datasets from several influential papers broadly in the area of macro-finance. The mission of the Macro Finance Society is to advance and disseminate high-quality research in Macro-Finance, which is a broad area at the intersection of financial economics and macroeconomics. | |
| Mergent FISD | Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium-term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. | |
| Municipal Securities Rulemaking Board | Municipal Securities Rulemaking Board is the primary regulator of the $3.7 trillion municipal security market, the MSRB collects and makes publicly available through its Electronic Municipal Market Access (EMMA). | |
| Option Suite | Option and equity level indicators are derived from underlying option pricing data. | |
| OTC Markets | OTC Corporate Bond Transaction Data (TRACE) – Trade Reporting and Compliance Engine is FINRA’s over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information. | |
| Penn World Tables | The Penn World Tables provides national income accounts-type of variables converted to international prices. | |
| Peters and Taylor Total Q | An improved Tobin’s q – replacement cost of intangible capital – by Ryan Peters (Tulane) and Lucian A. Taylor (Wharton) | |
| Philadelphia Stock Exchange (PHLX) | The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation. As one of North America’s primary marketplaces for the trading of stocks, equity options, index options, and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services. | |
| Public Data | Public data on WRDS comes from a variety of sources in the public domain: WRDS SEC MIDAS, Daily Trading Summaries, Macro Economics, Healthcare | |
| Research Quotient | Firm’s R&D productivity. Created by Anne Marie Knott (Washington U. in St. Louis) | |
| Reuters DealScan | Private loan issuing and issuer information | |
| SEC Order Execution | SEC-mandated Disclosure of Order Execution Statistics | |
| TRACE | All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities. FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It was formed in the summer of 2007 from the NYSE and the NASD. | |
| US Patents | The WRDS US Patents (Beta) Patents provides patent-level data directly parsed from USPTO’s XML files. | |
| World Indices | Country total return indices (with dividends). 40+ countries. Daily and monthly frequencies. | |
Other Subscribed Databases
| DATABASE | DESCRIPTION | LINK |
|---|---|---|
| ABI/INFORM | The ABI/INFORM Collection includes international coverage and provides researchers a complete picture of companies and business trends around the world. ABI/INFORM Collection features: Business and economics full-text journals and periodicals; Dissertations; conference and working papers; Country-and industry-focused reports and downloadable data; newspapers and news content library subscription. | Through Library Subscription |
| EBSCO | EBSCO is the leading provider of research databases, e-journals, magazine subscriptions, e-books, and discovery services to libraries of all kinds. | LINK |
| Gallup Survey Database | Survey results of opinion polls detailed in different ways (geographically, demographically) | LINK |
| Implan | IMPLAN data contains 546 sectors representing all private industries in the United States (anything from grain farming to surgical appliance manufacturing) as defined by the North American Industry Classification System (NAICS) codes. Employment, employee compensation, industry expenditures, commodity demands, relationships between industries, and more are collected to form IMPLAN’s ever-growing database. | LINK |
| Statista | A leading provider of market and consumer data | LINK |
| SeekEdgar | The mission is to empower users at a low cost using cloud technology to search for financial and non-financial information in an efficient and effective manner from companies’ filings to regulatory agencies worldwide for their decisions. Access to 15 databases, see seekedgar.com for details. | LINK |
| Qualtrics | A cloud-based platform for creating and distributing web-based surveys. | LINK |