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WRDS: Wharton Research Data Services

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Dates: 1980s-
Full-Text: Yes
Description: Wharton Research Data Services provides a suite of data sets for Accounting, Banking, Economics, Finance, and Statistics. Data cover corporate financials and governance; markets, and shareholders. Data sets currently available to University of Arkansas faculty and graduate students include:
detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know who is auditing whom and how much they are paying for what services. Create reports by auditor, fees, location, industry and more...
Bank Regulatory
contains five databases for regulated deposited financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loan institutions. The source of the data comes from the required regulatory forms filed for supervising purposes.
contains standardized data for Blockholders of 1,913 companies. The data was cleaned of biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.
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. VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility. 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 Global
provides authoritative financial and market data covering publicly traded companies in more than 80 countries, representing over 90% of the world's market capitalization, including coverage of over 96% of European market capitalization and 88% of Asian market capitalization. Hundreds of data items, ratios, and concepts and up to 12 years of annual history is included.
Compustat North America
is a database of U.S. and Canadian fundamental and market information on more than 30,000 active and inactive publicly held companies. It provides thousands of income statements, balance sheets, statements of cash flow, and supplemental data items.
The Center for Research in Security Prices (CRSP)
is a research center and the Graduate School of Business of the University of Chicago. It maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX, and NASDAQ stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolios, treasury bonds and risk-free rates, and mutual fund databases. It also provides CRSP/Compustat Merged Database, a database that simplifies matching Compustat financial data to the CRSP security price.
The CUSIP Service Bureau, which is operated by Standard & Poor's for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media. The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.
Direct Marketing Educational Foundation (DMEF)
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. Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics.
Dow Jones Averages
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. The Dow Jones Total Return Indexes are introduced by Dow Jones Indexes as part of the Dow Jones Total Market Index Series. The Total Return Indexes account for reinvested dividends. Data for the Total Return Indexes is available after 1987.
performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compound abnormal returns for cross-sectional analysis. Eventus provides user control over estimation periods and cumulative return windows, a choice of raw, comparison period mean adjusted, market adjusted, or market model abnormal returns. Simple statements allow the researcher to run a complete event study, from reading the CRSP stock database to print results, with a program as short as four lines.
Fama-French Research Portfolios and Factors
constructed from the intersections of two portfolios formed size, as measured by market equity, and three portfolios using the ratio of book equity to market equity as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors.
Federal Reserve Bank Reports
contains three databases collected from Federal Reserve Banks, two come from reports published from the Federal Reserve Board, Foreign Exchange Rates and Interest Rates; and the third, Philadelphia State Indexes, from the Federal Reserve Bank of Philadelphia.
IBES International Inc.
provides both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations. In 2000, I/B/E/S integrated with Thomson Financial/First Call. First Call supports research endeavors in the academic community.
Information Resources, Inc. (IRI)
is a leading sales and marketing research partner in the expanding global consumer goods industry. They provide their clients with superior consumer insight and market intelligence by leveraging their competitive advantages in robust data, industry-leading research and analytic techniques, innovative Web delivery technology, and quality client service. IRI now provides international data services covering over 20 countries, with data delivered in consistent formats and supported by an international service team. The IRI datasets cover the 1983-1997 Marketing Fact book.
MSCI (formerly KLD and GMI)
Corporate governance historical dataset (formerly GMI Ratings) is updated annually and contains approximately 225 unique data points organized into four primary categories for approximately 3,000 US companies.: 1) Companies, 2) Directors, 3) CEO Compensation, 4) Takeover defenses. The dataset is updated annually and dates back to 2001.
MSRB - Municipal Securities Transaction Data
The MSRB collects and makes publicly available through its Electronic Municipal Market Access (EMMA). The trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts.
OTC Markets
provides access on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces.
Penn World Tables
provides national income accounts-type of variables converted into international prices. The homogenization of national accounts to a common numerarie allows valid comparisons of income among countries. The data comes from Alan Heston, Robert Summers, and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002.
The Philadelphia Stock Exchange (PHLX)
The PHLX trades more than 2,800 stocks, 740 equity options and 100 currency pairs.
SEC Order Execution
On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11 Actt1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.
Thomson Reuters 13F Institutions
Thomson Reuters Institutional Holdings (13F) Database provides Institutional Common Stock holdings and Transactions, as reported on Form 13F filed with the SEC. This database is formerly known as CDA/Spectrum 3 4 database, and contains ownership information by institutional managers with $100 million or more in Assets Under Management.
Trade Reporting and Compliance Engine: is FINRA's over-the-counter corporate bond market real-time dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.
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Note: Available to faculty and graduate students who have registered at the WRDS website. Administered by the Walton College of Business.