View a web query and sample data from one of theses data vendor links: CRSP, Compustat, I/B/E/S, Osiris, Amadeus. The data that is produced in these demos is only an example of the type of data that can be extracted.
Tutorials for advanced students using WRDS to perform market based financial accounting research. These tutorials show how SAS can be used to retrieve data from WRDS as well as performing data management.
Provides detailed research on over 20,000 public companies and more than 1,500 accounting firms in the US. Kent State University subscribes to two Audit Analytics products: Audit & Compliance and Corporate & Legal. Audit & Compliance. Additional information on the modules is available here: Audit & Compliance Datasheet and Corporate & Legal Datasheet.
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 comes from the required regulatory forms filed for supervising purposes
The Blockholders 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 CRSP® US Stock Database provides a unique 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.
CRSP's unique and permanent security and company identifiers, PERMNO® and PERMCO®, offer uninterrupted time series analysis by tracking securities across time, regardless of identifier changes to CUSIP, ticker, company name, SIC Code, and exchange.
CBOE (Chicago Board Options Exchange) Volatility Index
Compustat North America is a database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items.
The CUSIP Service Bureau, which is operated by Standard & Poor's for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media.
Direct Marketing Educational Foundation (DMEF) Academic
Dow Jones Averages & 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. 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.
Standard and Poors’ Execucomp provides executive compensation data collected from each company’s annual proxy (DEF14A SEC form). Detailed information on salary, bonus, options and stock awards, non-equity incentive plans, pensions and other compensation items are available.
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
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.
The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia.
The Institutional Brokers Estimates System database includes historical earnings estimates for 35,000 companies around the globe. Forecast items include earnings, sales, revenue, dividends, net income, EBITDA, and more, with US coverage back to 1976 and International coverage back to 1987. The link above will take you to a directory that provides access to several zip files
The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries.
The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation. As one of North America's primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services.
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.
Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.