WRDS

WRDS Databases

This overview of  Wharton Research Data Services (WRDS)  refer from WRDS and the Library of Harvard university.

The  more collection , please visit the WRDS website.

Bank Regulatory 
The 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 is the required regulatory forms filled for supervising purposes.

Blockholders
This dataset contains standardized data for blockholders for 1,913 companies.

Center for Research in Security Prices
The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of standard and derived security data available for the NYSE, AMEX and NASDAQ stock markets. CRSP is a research center at the University of Chicago Graduate School of Business, and maintains historical data from December 1925 to the present.

Compustat North America 
Provides more than 300 annual and 100 quarterly income statement, balance sheet, statement of cash flows, and supplemental data items on more than 7500 publicly held companies. For most companies, annual and quarterly data is available for a maximum of 20 years and 48 quarters.

Compustat Global & Emerging Markets DataBase 
Compustat Global provides financial and market data covering publicly traded companies in more than 80 countries, representing over 90% of the world's market capitalization. It is possible to access hundreds of data items, ratios and concepts and up to 12 years of annual history. The EMDB, from S&P/COMPUSTAT, is a comprehensive compilation of emerging market information. It covers 60 markets and more than 3,000 stocks. The EMDB includes market performance, indicators, market capitalization, monthly value traded, local stock market price indexes, prices in local currency and US dollars, and more.

Corporate Library 
Corporate Library is an independent investment research firm providing coporate governance data, analysis and risk assessment tools. It provides one complete online solution for analyzing, modeling and assessing governance, compensation and performance practices.

CRSP/COMPUSTAT Merged Database
Matching of CRSP historical price, distribution and total return data with COMPUSTAT fundamental data.

Dow Jones Averages
Data from Dow Jones Industrial Average (DJIA) (30 stocks), The Dow Jones Transportation Average (DJTA)(20 stocks) and The Dow Jones Utility Average (DJUA) (15 stocks). Daily data from 1896.

EVENTUS
Performs event studies using data read directly from CRSP stock databases or pre-extracted from any source.

Fama French 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.

Federal Deposit Insurance Company (FDIC)
FDIC files include structure data, financial time series data, complex derived integers data, ratio data, and merger history data.

Foreign Exchange Rates(WRDS FX )
This database is based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange (FX) rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$) and a few are also available in “inverted form” (e.g. $/pound).

Global Insight (formerly DRI Basic Economics)
U.S. economic, financial and demographic statistics, including employment, finance, housing, income, population, production, and trade. Some series are available in daily or monthly frequencies. This resource is also available through the Harvard e-research portal.

I/B/E/S
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.

Institute for the Study of Security Market (ISSM)
ISSM contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992. There are separate files for trades and quotes for each year.

OptionMetrics
A comprehensive source of historical price and implied volatility data for the US equity and index options markets. The database contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Data available from 1996-present.

Philadelphia Stock Exchange (PHLX)
Data on the trading of stocks, equity options, index options and currency options. The PHLX trades more than 2,800 stocks, 740 equity options, 12 sector index options, and 100 currency pairs.

Risk Metrics (Formerly IRRC)
Provides impartial, independent research on corporate governance, proxy voting and corporate responsibility issues.

Thomson Reuters 
Provides data on mutual funds, institutional holdings, and insider filing data including stock transactions, derivative transactions, and proposed sale data.

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 SmallCap issues.