Home > Faculty and Research > Research > Research Resources > Databases

WRDS Research Databases

Wharton Research Data Services (WRDS) at the University of Pennsylvania provides access to several  databases. Currently, faculty and PhD students may request an account which allows them to store results on WRDS servers. All other students may access the data directly, but must store query results locally. 

The data vendor names (such as CBOE Indexes) are linked to the web query pages within WRDS. Listed below are only those datasets for which the University at Buffalo has a subscription. There are many datasets which we do not have access to query. If you get an error message, check to be sure UB has permission for that data.

Library

Descriptions

Permissions

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. More information >>
  • Bank Regulatory Database
Subscribed
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. More information >>
  • Blockholders Database
Subscribed
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. 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. More information >>
  •  CBOE Indexes
Subscribed
COMPUSTAT North America COMPUSTAT (from Standard and 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. More information >>
  • Company Financials Backdata (Base Product: Industrial, Segments +)
  • Bank
  • Executive Compensation
  • Company Financials (Base Product: Industrial, Segments +)Price, Dividends, Earnings-- Active Equities (Active, Inactive Equities)Segments -- Inactive Companies (research file)
  • Segments Backdata
  • Segments Backdata -- Inactive Companies (research file)
  • Compustat Full -- Quarterly Update Version
Subscribed
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. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases. More information >>
  • Daily Stocks
  • Indices NYSE, AMEX, NASDAQ and S&P
  • Monthly Stocks
 Subscribed
CUSIP Master File  More information >>
  • CUSIP Master
 Subscribed
 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. More information >>
  • Direct Marketing Educational Foundation
Subscribed
 Dow Jones Covers the Dow Jones Averages and the Dow Jones Total Return Indexes. The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite, as well as The Dow Jones Industrial, The Dow Jones Transportation, The Dow Jones Utility, the The Dow 10, and The Dow 5. The Total Return Indexes account for reinvested dividends, and, like all Dow Jones Total Market Indexes, cover 95 percent of the underlying market. More information >>
  • Dow Jones Averages and Total Return Indexes
 Subscribed
Fama French, Momentum, and Liquidity Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors. More information >>
  • Fama-French portfolios and factors
  Subscribed
 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. More information >>
  • FDIC Call Report
  Subscribed
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. More information >>
  • Foreign Exchange Rates, Interest Rates, and State Composite Indexes
 Subscribed
 I/B/E/S 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. More information >>
  • IBES Forecasts, Recommendations and Actuals-- Individual and Summary
 Subscribed
 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. Contains only historical data from 1983 to 1997. Locates data for U. S. consumer purchasing behavior in grocery, drug, mass, club, convenience, liquor and pet stores. Data includes bakery, dairy, deli, edible grocery, frozen foods, health and beauty, non-edible and general merchandise. More information >>
  • IRI Marketing Fact Book
  Subscribed
 Nastraq The NASdaq TRade And Quote database provides intraday trades and quotes for all Nasdaq stocks.
  • NASDAQ Trades and Quotes 1999
  • NASDAQ Trades and Quotes 2000
  • NASDAQ Trades and Quotes 2001
  • NASDAQ Trades and Quotes 2002
  • NASDAQ Trades and Quotes 2003
  • NASDAQ Trades and Quotes 2004
  • NASDAQ Trades and Quotes 2005
  • NASDAQ Trades and Quotes 2006
  • NASDAQ Trades and Quotes 2007
 Subscribed
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. More information >>
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 1998
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 1999
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 2001
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 2002
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 2003
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 2004
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 2005
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 2006
  • Intraday Trades and Quotes-- NYSE, AMEX, NMS, Small Caps 2007
  • NYSE Short Sales 2005
  • NYSE Short Sales 2006
  • NYSE Short Sales 2007
Subscribed
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. More information >>
  • The Penn World Tables Database
Subscribed
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. More information >>
  • Currency Options and Implied Volatility
Subscribed
Risk Metrics The Governance Legacy set, formerly known as the IRRC Takeover Defense database, was an important element in the article:
Gompers, Paul A., Andrew Metrick, and Joy L. Ishii, Corporate Governance and Equity Prices, The Quarterly Journal of Economics 118(1), February 2003.
  • Corporate Takeover Defense Database
Subscribed
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. More information >>
  • Disclosure of Order Execution Statistics
Subscribed
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. More information >>
  •  TRACE
Subscribed

Other Non-WRDS Databases 

Library

Descriptions

Permissions

Thomson Financial’s SDC Platinum A database with comprehensive details on all announced deals, whether completed or uncompleted. The database covers U.S. targets 1979 to present and Non U.S. targets 1985 to present. Data are unavailable for the last thirty days as a condition of our academic subscription. Data available include full financial details, advisors and fees, premiums paid, etc. For more information and to request access to this database faculty and PhD students should send e-mail to Dave Costello. 
  • SDC Mergers and Acquisitions
Subscribed