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Research Databases

Vendor

Description & Period Covered

Bloomberg

Online Access -Bloomberg Financial Data.  Along with data, provides access to news, analytics, communications, charts, liquidity, functionalities and execution services.

CCH (Commerce Clearing House)

Tax Updates (renewed by Springs Library)

CRSP -  Center for Research  in Security Prices

CRSP 1925 US Stock Dist Annual (via WRDS): research source characterized by its unmatched breadth, depth, and completeness. It includes CRSP's unique permanent identifiers allowing for clean and accurate backtesting, time-series and event studies, measurement of performance, accurate benchmarking, and securities analysis.

The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes the most comprehensive distribution information available, with the most accurate total return calculations.                                                    

Direct R/T

Create reaction time tasks that require precision timing. You will be able to obtain accurate high speed response input from keyboards, mice, joysticks, microphones and external hardware.

Dun & Bradstreet

Hoover's -  Data on 65M companies & 85M people
Ability to build customized lists
10K downloads via reports or lists

Economatica

(Financial information on publicly traded companies in the following markets: Brazil, Argentina, Chile, Mexico, Peru, Colombia, and Venezuela)

Eventus

Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.Eventus provides user control over estimation periods and cumulative return windows, a choice of raw, comparison period mean adjusted, market adjusted or market model abnormal returns. Simple statements allow the researcher to run a complete event study, from reading the CRSP stock database to print results, with a program as short of as four lines.WRDS has created several Eventus web queries that allow the user to execute different Eventus programs without the need of knowing the details about Eventus syntax.

ISS Corporate Governance Quotient

ISS is offering CGQs as a service to its institutional investor clients, by including CGQ scores in its proxy analyses, and as a product for sale to corporations, similar to its Compass Model product, which allows companies to estimate stock plan costs and compare them to an ISS-calculated “allowable cap.” Not all the data for the 51 factors are publicly available, so companies in the Russell 3000 Index are encouraged to register on the CGQ’s website (www.isscgq.com) and submit non-public data. Companies registering on the site will have access to free features and premium features.

MediaLab

Psychology software available for Microsoft Windows. Create questionnaires and multi-media experiments with a variety of question formats.

Mergent

Mergent Online -  U.S. Company Data and/or International Company Data.

Mergent (FISD)

The Mergent Fixed Income Securities Database (FISD) for academia is a comprehensive database of publicly-offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies. It is used to research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.

NAIC

Subscription not current

National Bureau of Economic Research Working Paper Series

Online access to this database (1973 to present) for anyone with an e-mail address from within the domain.

OptionMetrics (Ivy DB)

IVY DB Options (WRDS): a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. With Ivy DB OptionMetrics, you'll be able to backtest trading strategies, evaluate risk models, and perform research on all aspects of options investment.

Qualtrics

12  Month Survey License

S&P Corporate Governance Scores

A Corporate Governance Score (CGS) is assigned to a company as a result of voting of the scoring committee. The CGS reflects Standard & Poor’s opinion of the extent to which a company adopts and conforms to codes and guidelines of good practices of corporate governance overall. A scale of CGS-10 (highest) to CGS-1 (lowest) is used. A score of 0 will be awarded where a company is unable or unwilling to provide enough information for a meaningful analysis.

Standard & Poors Financial Services (Compustat & Compustat Global)

Compustat: database of U.S. and Canadian fundamental and market information on more than 24,000 active and inactive publicly held companies. Provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. Annual and quarterly data is available for a maximum of 20 years and 48 quarters. Compustat North America files contain information on aggregates, industry segments, banks, market prices, dividends, and earnings. Compustat® Global database provides authoritative financial and market data, focusing on the non-U.S. and non-Canadian marketplace.The growing international database represents over 90% of the world's market capitalization. Compustat Global data is unique in that it is normalized to provide comparability across a wide variety of global accounting standards and practices. Compustat 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.

Standard & Poors Financial Services (ExecuComp)

Standard & Poors ExecuComp (via WRDS) - provides compensation history for U.S. directors and current compensation for executives for companies within the S&P 1500. Features include:

    * Over 80 different compensation related data items
    * Coverage of each company's top 5 executive officers
    * Comparable data across companies & industries
    * Over 35 measures of company financial performance
    * Companies contained in the S&P 500, S&P 400 MidCap and S&P SmallCap 600 indexes

Standard & Poors Financial Services (XPressFeed Bank)

Standard & Poors XPressFeed Bank - daily transactional updates for over 88,000 securities.

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 issues. Data Available:  1998-Jan. 2004

Thomson Financial (13F)

Thomson-Reuters Institutional Holdings (13F) Database provides Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC. This database is formerly known as CDA/Spectrum 3 4 database, and contains ownership information by institutional managers with $100 million or more in Assets Under Management (Section 13(f) Securities). See SEC's Form 13f FAQs for more information.

Thomson Reuters (I/B/E/S)

I/B/E/S International Inc. created their Academic Research Program over 30 years ago to provide both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations. Today, many academic projects focus on the applications and effects of earnings expectations data, with increasing attention being paid to other forecast measures, such as revenue, price targets and cash flow.

Thomson Reuters (SDC)

SDC Platinum-Global New Issues; SDC Platinum-Global Mergers & Acquisitions - financial transactions database. It is asource for thorough and accurate account of the entire global financial marketplace. It provides a detailed information onGlobal new issues, M&A, syndicated loans, private equity, project finance, poison pills, and more. The SDC Platinum Worldwide M&A database provides detailed information on mergers, acquisitions, joint ventures, and strategic alliances around the globe. The SDC Platinum Global Corporate Finance database provides information on U.S. and non-U.S. domestic new issues, international warrants, worldwide syndicated loans, medium term note programs, and U.S. underwritten calls.It covers more than 112,000 U.S. public offerings with 800 data elements dating back to 1970, and 50,000 public offerings with 500 data elements dating back to 1983.

WRDS (Wharton) - Free Databases

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. The data cleaning procedure is explained in detail by Jennifer Dlugosz, Rudiger Fahlenbrach, Paul A. Gompers, and Andrew Metrick in their study "Large Blocks of Stocks: Prevalance, Size, and Measurement".

WRDS (Wharton) - Free Databases

SEC-mandated Disclosure of Order Execution Statistics
On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. 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, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads - the spreads actually paid by investors whose orders are routed to a particular market center. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.

WRDS (Wharton) - Free Databases

The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.

WRDS (Wharton) - Free Databases

The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks. The WRDS FX database is based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. The WRDS RATES database is based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. Finally, a set of coincident indexes for the 50 states has been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident index methodology developed by James Stock and Mark Watson.

WRDS (Wharton) - Free Databases

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. Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth.

WRDS (Wharton) - Free Databases

The Federal Deposit Insurance Corporation (FDIC) datasets contains historical financial data for 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. FDIC files include details on structure and merger history, financial time series and ratios, plus complex derived integers data. For more information about the FDIC data, visit the U.S. Federal Deposit Insurance Corporation WWW Home Page.

WRDS (Wharton) - Free Databases

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. The Dow Jones Industrial Average, the best known U.S. stock index, and the Dow Jones Transportation Average, the oldest U.S. stock index were created by Charles Henry Dow, co-founder of Dow Jones & Company, and maintained and reviewed by the editors of The Wall Street Journal. Dow Jones Indexes is the source of Dow Jones information and the provider of this data.

WRDS (Wharton) - Free Databases

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. Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics. 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. Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics.

WRDS (Wharton) - Free Databases

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. The Vix Index was introduced in 1993 by Professor Robert E. Whaley of Duke University in his paper "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives 1 (Fall 1993), pp. 71-84. Since then, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.  The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility "skew" by using a wider range of strike prices rather than just at-the-money series.