Wharton Research Data Services (WRDS): Home

Describes WRDS, what it is, how to register, and resources available within the database.

What is WRDS and How do I Access It?

WRDS is the interface used to access the Compustat, CRSP, Global Insight, and other large financial and economic data files. Use of these files requires registration and is strictly restricted to Binghamton University faculty and graduate students. WRDS is designed specifically for research requiring the use and manipulation of large data files. To use WRDS, do the following;

1.Go to the website at http://wrds.wharton.upenn.edu/ and click on request a user account.

2. Make sure to select Binghamton University from the pull-down menu and select the appropriate option from the account type box. Be sure to put your Binghamton University e-mail address, not a hotmail or other account.

3. You will be mailed your user name and password within a day or so.

List of Databases Accessible Via WRDS

NOTE:  This list changes periodically.  To get the full list of subscribed databases, login to WRDS.

Bank Regulatory Accounting data for bank holding companies, commercial banks, savings banks and savings and loans institutions.

Beta Suite Is a web-based tool allowing researchers to calculate BETA or stocks' loading on various risk factors in a a timely way.

Blockholders This dataset contains standardized data for blockholders of 1,913 companies. The data was cleaned from 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 Indexes Chicago Board Options Exchange) Volatility Index. The Volatility Index is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.

CENTRIS This is the only national database that continuously collects household information on the choice and use of voice, video, data, and electronic products and services.

COMPUSTAT Capital IQ The principal contents of the data files are the items reported by companies in standard financial reports, such as quarterly and annual income statements, balance sheets, and cash flow statements. Both current and historical data are available.

Contributed Data Data sets in this area have been contributed by a variety of academics and other researchers.  Some data sets may require a separate subscription.  Topics range from Forced CEO Turnover, to Marginal Tax Rates to China Factors.

CRSP The Center for Research in Security Prices 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 portfolio, treasury bond and risk-free rates, and mutual fund databases.

DMEF Academic Data Buying history for 100,000 + customers of major catalog and non-profit businesses.

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 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.

Efficient Fronter by WRDS Provides risk analysis information searchable by company. Data goes back to 1970.

Event Study by WRDS Widely used by 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 the event occurred.

Fama French Liquidity Factors Fama-French Research Portfolios and Factors. The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors. Also covers the Pastor Stambaugh Liquidity Series and the Sadka Liquidity measures.

Federal Judicial Center Contains data on all federal, civil, criminal, and appellate court case information reported by the courts to the Administrative Office of the U.S. Courts (AOUSC), beginning in 1970.

Federal Reserve Bank 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.

Financial Ratios Suite by WRDS This is a web based engine that delivers over 70 pre-calculated financial ratios for all U.S. companies across 8 different categories (Valuation, Liquidity, Profitability, etc.) Both firm-level and industry-level ratios are available.

IHS Global Insight Offers the most comprehensive economic coverage of countries available from any source.

Intraday Indicators by WRDS Contains daily stock market indicators obtained from NYSE TAQ data. Provides daily, by stock, volume, returns, Lee-Ready buy/sell/trade volume, variance ratios, LAMBDA, spreads, intraday volatility, value weighted average price, etc.

Linking Suite by WRDS Allows users to easily download link tables between various heavily used databases on the WRDS platform.

Macro Finance Society Curates a list of datasets from several influential papers broadly in the area of macro finance.

MSRB (Municipal Securities Rulemaking Board) Collects and makes publicly available through its Electronic Municipal Market Access (EMMA).Te 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 Covers end-of-day pricing.

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.

Penn World Tables Provides national income type-accounts of variables converted to international prices. Allows vvalid comparisons of income between countries.

Peters and Taylor Total Q An improved Tobin's Q--replacement cost of total capital.

Public This is a variety of datasets from public sources, primarily from the SEC, BLS, healthcare agencies.  Also covers New York City Taxi Trips!

Research Quotient Research Quotient=percentage increase in revenue from a 1% increase in R&D. RQ is the output elasticity of R&D.RQ offers a universal, uniform, and reliable measure of a firm's R&D productivity.

SEC Order Execution Covers SEC-mandated Order of Execution statistics through 2005.

Thomson Reuters Covers SDC New Issues and DealScan Lender Link Tables.

TRACE 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.

WRDS Factors (Backtester) Provides researchers a centralized platform aggregating the commonly used equity signals for the U.S. market.

 

Subject Guide

Colleen Hailey's picture
Colleen Hailey
Contact:
Office 1528, Bartle Library, last one on left in the Reference area. I am working from home now--please use my email and not my phone number to contact me.
607-777-2621

chailey@binghamton.edu