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Economics

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WRDS

This guide describes major economic datasets, both U.S. and International. Indexes to journal articles and links to full text working papers are also included.

Account Information

WRDS stands for Wharton Research Data Services. This interface allows you to select multiple variables and download data in Excel and SPSS formats.

BC Faculty (personal and class accounts), PhD and Masters level students may set up accounts directly from the WRDS web site:

http://wrds-web.wharton.upenn.edu/


Research assistants working for faculty may also request accounts with faculty approval.

All other students email wrdsreps@bc.edu for information about setting up an account.

WRDS Databases

 

New One  and Two Year subscriptions

 

BoardEx ( 2/2018) 

 

 

 

 

 

 

 

 

 

 

Amadeus (select Bureau van Dijk)

(ends May 22, 2017) 

 

 

 

 

 

 

 

 

 

 

 

WRDS Library Name

 

 

 

 

BoardEx provides time series data on Compensation, Committee Structures and  Board Composition from 1999 – 2014, and BoardAnnouncement from 2002 to 2014, plus Organization Averages Analysis and Company Details.  The data also covers the Director Profiles of all Board and Supervisory directors in the region. These profiles hold details of current and past appointments and activities in both the public and private sectors, going back as far as possible.  The networks which evolve throughout a Director’s career are also included in the data sets as are Company Networks.  The data sets are organized by region: Boston College has a subscription to the North America data.

  

A database of comparable financial information for public and private companies across Europe. Note BC subscription includes  about 6 million companies.

 

 

 

 

 

 

 

 

 

 

Database Descriptions

Audit Analytics

Detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Corporate & Legal Module included. 

Bank Regulatory

Accounting data for Bank Holding Companies, Commercial Banks, Savings Banks, and Savings and Loans Institutions. Data source: required regulatory forms filled for supervising purposes.

Blockholders

This dataset contains standardized data for blockholders of 1,913 companies. Blockholders' data is reported by firm for the period 1996-2001.

CBOE Indexes

The 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.

COMPUSTAT North America, COMPUSTAT Global & EMDB

COMPUSTAT North America (from Standard & Poor's) provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

A companion to the Compustat North America, the Global database delivers financial data for 33,900 companies from 80 countries include over 19,400 industrial and 3,100 financial service companies with historical data going back as far as 12 years.

CRSP

The Center for Research in Security Prices (CRSP), a financial research center at the Graduate School of Business at The University of Chicago, maintains the most comprehensive historical data files on the market. CRSP archives historical data spanning from December 1925 to the present. CRSP's trademark of unique issue identifiers tracks a continuous history of securities, providing a seamless time-series examination of the issue's history.

CUSIP Masterfile

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.

Dow Jones Averages

Covers the Dow Jones Averages and the Dow Jones Total Return Indexes. The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite, as well as The Dow Jones Industrial, The Dow Jones Transportation, The Dow Jones Utility, the The Dow 10, and The Dow 5. The Total Return Indexes account for reinvested dividends, and, like all Dow Jones Total Market Indexes, cover 95% of the underlying market.

EVENTUS

Eventus Software performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

Fama French, Momentum, and Liquidity

Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors.

FDIC

The Federal Deposit Insurance Corporation dataset contains financial data and history of all entities filing the Report Of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans.

Federal Reserve Bank Reports

The Federal Reserve Bank Reports contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the Coincident State Indexes from the Federal Reserve Bank of Philadelphia.

Global Insight

Global Insight databases provide data on national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment - among other national level categories.

I/B/E/S

The Institutional Brokers Estimates System provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

 

 

NYSE Trade and Quote (TAQ)

The Trade and Quote database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and Small Cap issues.

OptionMetrics

 

 

OptionMetrics, by Ivy DB, is a  data set of historical price and implied volatility data for the US equity and index options markets. Variables include historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Data coverage starts in 1996.

Penn World Tables

The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries. 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.

PHLX

The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs.

RiskMetrics (formerly IRRC)

RiskMetrics (through ISS Governance Services) is a leader in corporate governance data. They deliver to WRDS two datasets identified as RiskMetrics Group Historical Governance and Histrocial Directors data.

SEC Disclosure of Order Execution

As a result of Rule 11Ac1-5, 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

Thomson Reuters

The Thomson Reuters databases cover Mutual Funds Holdings (CDA/Spectrum s12) and 13f Institutional Holdings (CDA/Spectrum s34).

TRACE -OTC Corporate Bond Transaction Data

TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.