The School of Management and Yale University Library subscribe to several datasets on the WRDS platform. Current subscriptions are visible on the Home page of WRDS after logging in.
Please note: Data availability may change depending on current researcher needs and vendor policies.
This list is current as of November 16, 2020.
Database contains five databases for regulated depository financial institutions: Commercial Bank Database, Bank Holding Companies Database, FDIC/OTS Database (Federal Deposit Insurance Corporation/FDIC and the Office of Thrift Supervision, OTS), Merger Description Database, and Research Information System (RIS) Database. 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. More information is available at http://www.whartonwrds.com/datasets/bank-regulatory/.
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: Prevalence, Size, and Measurement".
The Chicago Board of Options Exchange Volatility Index (VIX - index) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
Compustat - Capital IQ (from Standard & Poor's)
Data from S&P is grouped in the following categories:
Fundamental and market information for active and inactive publicly held companies. Data available includes North America - Daily, Global - Daily, Bank - Daily, Historical Segments - Daily, and Snapshot - Monthly Updates. Data coverage: 1950 - present.
Also includes Execucomp - Monthly Updates. Execucomp features executive compensation for S&P 1000 firms, including base salary, bonus and stock option data. Data coverage: 1992 - present.
Select data from Capital IQ is available via the WRDS platform, including:
SNL Financial Institutions and Bank Data (also known as FIG)
Includes comprehensive fundamental coverage of banking institutions and insurance companies. Bank fundamental coverage provides detailed insights into performance analysis, asset quality, regulatory capital, and deposit/loan composition while Insurance fundamentals provide increased insight into investment level details, underwriting analysis, solvency, embedded value, and distribution channels.
Data Coverage: USA data is back to 1981. International bank coverage goes back to at least 2010 with many of the significant institutions in Europe dating to 2005 and Asia-Pacific to 2008.
Center for Research in Security Prices (CRSP)
Security-level historical pricing, returns, and volume data on more than 20,000 stocks (inactive and active companies) from the NYSE, AMEX, and NASDAQ markets, dating back to 1925 (monthly data) and 1962 (daily data). CRSP also includes United States market indices, treasuries, and mutual funds, and a merged database with S&P's Compustat data.
China Stock Market and Accounting Research (CSMAR)
Includes data on the Shanghai Stock Exchange and the Shenzhen Stock Exchange and the financial statements of China's listed companies. Current subscriptions include: Financial Data, Trading Data, Daily Trading Data, and Monthly Trading Data.
Coverage begins in 1990 and varies. Data is provided by GTA.
I/B/E/S, the Institutional Brokers' Estimate System, is a database from Thomson Reuters. It is an historical earnings estimate database containing analyst estimates for more than 20 forecast measures - including EPS (earnings per share), revenue, price targets, EBITDA and pre-tax profits - available on both consensus and detailed levels, covering both U.S. and international companies. The database also includes buy-hold-sell recommendations. More information is available at https://wrds-www.wharton.upenn.edu/pages/support/manuals-and-overviews/i-b-e-s/ibes-estimates/general/wrds-overview-ibes/.
Infogroup U.S. Historical Businesses Data contains establishment-level data for more than 24 million businesses, including the business name, location, and industry classification code with coverage dating back to 1997. A subset of this data (2003 - present) is available in ReferenceUSA.
Major source for credit default swap data.
Includes the following datasets:
A comprehensive database of publicly offered U.S. bonds containing 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. Data coverage begins in 1950.
Premier provider of historical options data for use in empirical research and econometric studies. Provides historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Coverage: Data on all US exchange-listed and NASDAQ equities and market indices, as well as on all US-listed index and equity options, starting from January 1996.
RavenPack News Analytics
RavenPack News Analytics (RPNA) provides real-time structured sentiment, relevance and novelty data for entities and events detected in the unstructured text published by reputable content sources. Publishers include Dow Jones Newswires, the Wall Street Journal and over 19,000 other traditional and social media sites. Coverage begins in 2000.
Trades and Quotes - TAQ
Contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues. Data coverage: 1993 - present.
Thomson / Refinitiv
The following data from Refinitiv is available:
TRACE - OTC Corporate Bond and Agency Debt Bond Transaction Data
TRACE 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.