Finance

Wharton Research Data Service (WRDS)

This research guide is designed to help you find key financial market information. It identifies resources in the specific areas of stocks, bonds, interest rates, mutual funds, and commodities.

WRDS

Wharton Research Data Services (WRDS) offers deep archives of historical financial, accounting, banking, economics, management, and marketing data through a single web-based interface. Listed below are data sets available to Boston College researchers. Please note the following before using WRDS:

Access is restricted to current BC Faculty (personal and class accounts), PhD and Masters level students. Research assistants working for faculty may also request accounts with faculty approval .Questions about access, email douglas.olsen@bc.edu
For assistance using WRDS and tutorial videos, please visit Ways to Use WRDS.

Datasets available via WRDS

See our complete WRDS dataset link list, or see our list of major datasets below, for easy access to all datasets Boston College is currently subscribed.
If you are looking to access a dataset that Boston College does not currently subscribe, please send all acquisition requests to douglas.olsen@bc.edu, for review.

Available Datasets

Amadeus
A database of comparable financial information for very large public and private companies across Europe.
American Hospital Association (AHA) Annual Survey Database plus ASDB Financial (CMS-HCRIS)
The American Hospital Association Annual Survey Database 2009 to the present contains comprehensive hospital data from 6,500 hospitals. Includes demographics; organizational structure; facilities and services; utilization data; community orientation indicators; physician arrangements; managed care relationships and expenses. Some back years are also provided, plus Financial (CMS-HCRIS) data.
Audit Analytics
Detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Provides who is auditing whom and how much they are paying for what services.
Bank Regulatory
Database contains five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filed 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.
BoardEx
Provides extensive data on the boards of publicly listed and notable private companies. Boston College has a subscription to the North America data.
CBOE Index
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.
CDA Spectrum-Mutual Funds
This database of Mutual Fund Common Stock Holdings and Transactions includes basic fund characteristics and equity holdings (quarterly) for over 30,000 mutual funds and 165,000 portfolio snapshots from 1980 to the present. Coverage also includes over 3,000 Global funds. From WRDS select Thomson Financial.
Compustat
Database of financial, statistical, and market information for North America and Global.. It provides more than 300 annual and 100 quarterly Income Statements, Balance Sheets, Statement of CashFlows, and supplemental data items on more than 7,500 publicly held companies. The Compustat databases include Industrial, Prices, Dividends & Earnings; Segments; Bank; Includes EXECUCOMP. - executive salary data.
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.
CRSP/Compustat Merged Database
The CRSP/COMPUSTAT Merged Database enables researchers to search both CRSP and Standard & Poor's COMPUSTAT historical databases and matches CRSP's US Stock Data with COMPUSTAT's fundamental data. CRSP/Compustat Merged Database contains both quarterly and annual data. Boston College receives updates annually.
DealScan
DealScan from Thomson Reuters covers comprehensive historical information on loan pricing and contracts details, terms, and conditions. In addition, DealScan provides contract information for high yield bonds, private placements and hybrid financial structures data which are compiled from SEC filings and public documents, as well as other sources.
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 and Total Return Indexes
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.
ETF Global
Exchange Trade Funds data, Includes: Constituents, Fund Flows, Profile Data. and Proprietary Analytics.
Eventus
Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source.
Fama French, Momentum and Liquidity
Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors.
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
This data is compiled from Foreign Exchange Rates (Federal Reserve Board's H.10 Report)over 30 world currencies and trade-weighted indices; Interest Rates (Federal Reserve Board's H.15 Report)containing selected interest rates for U.S. Treasuries and private money market and capital market instruments; and FRB-Philadelphia State Indexes.

Available Datasets

IBES via WRDS (Institutional Brokers Estimate System)
I/B/E/S International Inc. delivers Global Summary and Individual forecast information as well as buy-sell-hold recommendations for companies globally, plus cash flow, dividend, and pre-tax profit forecasts analyzing forecast data analyst estimates forecasts data.
IHS Global Insight
IHS Global Insight offers the most comprehensive economic coverage of countries, regions and industries available from any source. Their collection of U.S. and international financial, economic and industry data is complimented by more than 225 analysts, researchers and economists whose expertise covers over 120 industries and 200 countries.
Institutional Shareholder Services (ISS)
Incentive Lab includes executive compensation performance metrics, goals, and payout structure. The database also has Directors data:has range of variables related to individual board directors in S&P 1500 companies, and Governance data on classic takeover defense and other corporate governance provisions
Macro Finance Society
The Macro Finance Society curates a list of datasets from several influential papers broadly in the area of macro-finance. We will continue to maintain and expand on our collection, and our goal is to help facilitate the dissemination of high-quality datasets for the profession. We welcome data submissions. Please refer to the society website for details.
MSRB
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.
OptionMetrics
Ivy DB OptionMetrics is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Encompassing data since 1996, Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.
OTC Markets
Access comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces.
Penn World Tables
The Penn World Table (PWT) is a set of international accounts indicators for 168 countries in which the variables are expressed in a common set of prices in a common currency. Includes charts.
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'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.
Public Data: BEA, BLS and Healthcare Data
Public data on WRDS comes from a variety of sources in the public domain. WRDS converts the data into a consistent format and updates it on a regular basis. The databases are organized into content areas.
Ravenpack : Dow Jones Edition
RavenPack available via WRDS analyzes the unstructured content from thousands of publications to extract information on named entities and financially relevant events in the public eye. Library has subscription to the Ravenpack - Dow Jones Edition.
Research Quotient
Firm’s R&D productivity. Created by Anne Marie Knott (Washington U. in St. Louis)
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 Insider Filing Data
The Thomson Reuters Insider Filing Data Files are designed to capture all insider activity as reported on SEC forms 3, 4, 5, and 144.
Thomson Reuters Institutional (13f) Holdings
The Institutional Managers (13f) Holdings Common Stock Holdings and Transactions includes data such as shares held, shares price and shares outstanding.
Thomson Reuters Lipper Hedge Fund (formerly TASS)
Lipper data includes mutual funds, closed-end funds, ETFs, hedge funds, retirement/pension funds and insurance products.
Thomson Reuters Mutual Funds
This database of Mutual Fund Common Stock Holdings and Transactions includes basic fund characteristics and equity holdings (quarterly) for over 30,000 mutual funds and 165,000 portfolio snapshots from 1980 to the present. Coverage also includes over 3,000 Global funds. From WRDS select Thomson Financial.
Trade and Quote Database (TAQ)
The Trade and Quote (TAQ) 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 SmallCap.
Trade Reporting and Compliance Engine (TRACE)
Trade Reporting and Compliance Engine is NASD's over-the counter (OTC) corporate bond market real-time price dissemination service. TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. Provides access information on over 30,000 securities and variables include the time of execution, price, yield, and volume.
Worldscope
The Worldscope Database contains detailed financial statement data and profile data on public companies globally. Using primary source documents and news clippings, Worldscope data analysts extract the data to global templates that are specific to industry groups. The templates take into consideration the variety of accounting conventions and are designed to facilitate comparisons between companies and industries within and across national boundaries.

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Finance

Wharton Research Data Service (WRDS)

WRDS

Available Datasets

Available Datasets