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Wharton Research Data Services (WRDS)

Most important databases included our WRDS subscription

AuditAnalytics - Audit Analytics is a premium company intelligence service providing independent research to the investment, accounting, insurance, legal, regulatory and academic communities. Audit Analytics provides detailed research on over 150,000 active audits and more than 10,000 accounting firms.

Compustat - Standard & Poor's Compustat North America and Compustat Global includes information on companies and securities in the U.S., Canada and around the world. Historical data available for North America back to 1950 for annual data and 1962 for quarterly data. Global data available annually back to 1987.

CRSP - The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets.

Other data sources

Bank Regulatory: 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.

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: 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.

CUSIP: The CUSIP Master Files provide CUSIP numbers (unique identifiers of financial instruments), standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.

DMEF Academic Data: Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses, provided by the Direct Marketing Educational Foundation.

Dow Jones: Covers the Dow Jones Averages and the Dow Jones Total Return Indexes. FDIC: Contains financial data and history of 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.

Fama French & Liquidity Factors: Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors.

Federal Reserve Bank: 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.

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 accounts-type of variables converted to international prices.

SEC Order Execution: 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.

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.