Databases in WRDS

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Databases in WRDS

Included with WRDS subscription	Descriptions
Bank Regulatory	The Bank Regulatory 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 filled 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	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 measures the market's expectation of 30-day volatility. The 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.
DMEF	Direct Marketing Educational Foundation: 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.
Fama French	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, as proxy for value, the ratio of book equity to market equity (BE/ME). Returns from these portfolios are used to construct the Fama-French Factors.
FDIC	The Federal Deposit Insurance Corporation dataset 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.
Federal Reserve Bank Reports	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.
Penn World Tables	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. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002
Philadelphia Stock Exchange	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.
SEC Disclosure of 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	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.


Additional access available to universities holding current licenses to databases from the following data vendors:

Additional Subscription Databases	Descriptions
Audit Analytics	Access detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know who is auditing whom and how much they are paying for what services. Create reports by auditor, fees, location, industry and much more...
Bureau van Dijk	Bureau van Dijk Electronic Publishing provides an extensive suite of financial databases, including over 5,000,000 European private and public companies contained in the AMADEUS database. BANKSCOPE is a database containing financial information on over 28,000 banks worldwide. Up to 16 years of detailed information are available for European banks, North American banks, all Japanese commercial and sogo banks, and over 4,100 other major banks. OSIRIS is a database containing financial information on globally listed public companies, including banks and insurance firms from over 190 countries. The combined industrial company dataset contains standardized and as reported financials, including restated accounts, for up to 20 years on over 55,000 companies. The bank financials in OSIRIS offers up to 8 years of financial data for more than 3,350 listed banks. ISIS is a comprehensive database of detailed reports on public and private insurance companies around the world. ISIS contains information on 5,250 non-life companies (back to 1992), 2,400 life companies (to 1995), and 610 composites (to 1995) in over 120 different countries. Each company report typically contains the following: income statements and balance sheets, ratios, shareholder, and subsidiaries.
CISDM	The CISDM database provides information on over 3700 active Hedge Funds and over 660 active CTAs and CPOs. In addition, the database covers 3800 inactives. For each fund in the database, detailed information related to investment strategy and style, historical monthly returns, assets under management, leverage, minimum initial investment, and fee structure is provided.
COMPUSTAT	COMPUSTAT (from Standard & Poor's) provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies. The COMPUSTAT databases on WRDS include Industrial, Full Coverage, Research; Prices, Dividends & Earnings; Segments; Bank; Canadian; Global Vantage; and EXECUCOMP.
comScore	The comScore panelist-level database captures detailed browsing and buying behavior by one hundred thousand Internet users across the United States.
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 NADSAQ stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.
CSMAR	The CSMAR Database System encompasses data on the China stock market and the financial statements of China's listed companies. There are several databases: Trading, Financial Statement, Trade and Quote, Mutual Fund, IPO, Event Dates and the like. CSMAR China Stock Market Trading Database. The database provides users with data on returns of individual stocks, market return, and aggregated market returns. CSMAR China Stock Market Financial Database. It contains the financial data (including the balance sheet, statement of profit and profit distribution, statement of changes in financial position, cash flow statement and asset impairment provision statement (since 2001)) of all companies listed on the Shanghai and Shenzhen stock exchanges since 1990. Merger and Acquisition (SAS datasets)
Eventus	Eventus Software performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.
First Call	The First Call Historical Database, or FCHD, is a history of First Call's Real Time Earnings Estimates. FCHD sets a new standard for quality and timelines of historic earnings forecast data.
FISD	The Fixed Income Securities Database for academia is considered the most comprehensive collection of publicly-offered U.S. Corporate bond data.
Global Insight	Global Insight/DRI databases provide data on national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment - among other national level categories. They provide data on the IMF series and the OCDE series as well.
GOVPX	The GovPX Treasury Benchmark prices are for all active and off-the-run Treasury issues. Data includes high, low, open, work-ups, volume, and more.
GSIOnline	The Mergers and Acquisitions (M&A) Database from GSIOnline covers change in control transactions, as well as, significant acquisitions or sale of assets, equity, subsidiaries or business divisions.
IBES	The Institutional Brokers Estimates System provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.
IRI	Information Resources, Inc. (IRI) is the leader in providing point-of-sale information from more than 11,300 grocery stores, as well as some 7,500 drug stores.
IRRC	The Investor Responsibility Research Center provides independent research and data covering Corporate Governance, proxy voting and corporate responsibility issues. IRRC's Directors Dataset details the structure and practices of boards of directors for around 1,500 of the largest companies publicly traded in the U.S.
ISSM	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.
KLD	KLD Research & Analytics, Inc. (KLD) is the leading authority on social research for institutional investors. To meet the needs of social investors, KLD provides research, benchmarks, compliance, and consulting services analogous to those provided by financial research service firms. KLD has been providing research products and services to the financial services market since 1988. Featuring the largest corporate social research staff in the world, KLD produces high-quality consistent research that institutions have come to rely on.
NASTRAQ	The NASDAQ Trade And Quote database provides intraday trades and quotes for all NASDAQ stocks.
NYSE TAQ	The 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 Small Cap issues.
OptionMetrics	OptionMetrics' IvyDB is a comprehensive source of historical price and implied volatility data for the US equity and index options markets.
PACAP	PACAP Databases contain extensive company information from 8 Pacific Rim countries (Hong Kong, Indonesia, Japan, Korea, Malaysia, Singapore, Thailand, Taiwan). Data items include daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics.
Thomson Reuters	The Thomson Reuters databases cover Mutual Funds Holdings (CDA/Spectrum s12) and 13f Institutional Holdings (CDA/Spectrum s34). The Insiders Filings database contains transaction and holdings information filed with the SEC.