Wharton Research Data Services (WRDS): Home

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 the Register link at the top of the page.

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.

4. WRDS now requires dual authentication.  There are instructions on the WRDS site to download this information.

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.

BoardEx contains information on corporate executives and board members.

Bond Returns Corporate bond database

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.

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.

European Short Data by WRDS 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.

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.

External Data Sources A list of external data available outside of the WRDS portal.

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.

Historical SPDJI Closing and returns for Dow Jones indices.

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.

IRI Point of sale information for thousands of grocery and drug stores.

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

LSEG Key data from the London Stock Exchange.

LSEG Mergent LSEG Mergent Fixed Income Securities Database (FISD) for academia provides details on debt issues and the issuers, as well as transactions by insurance companies.

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  Study historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions.

OTC Markets Covers end-of-day pricing.

Pastor-Stambough and Other Liquidity Factors  Featuring Pastor-Stambaugh, China, and Sadka factors.

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.

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

Philadelphia Stock Exchange Oldest stock exchange in the United States.

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

RavenPack Provides real-time news analysis from thousands of sources. Allows for comprehensive analysis of financial markets.

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.

Subsidiary Data by WRDS Subsidiary Data by WRDS contains parent company and subsidiary relationships for companies filing with the SEC between 1995 and 2019.

Thomson Refinitiv Now called LSEG.

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.

U.S. Patents by WRDS US Patents by WRDS provides easier access to patent data. Patent-level data is directly parsed from USPTO's XML files. Researchers can use this database together with the patent valuation data contributed by Kogan et al.
 

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