8. Wharton Research Data Service (WRDS)
Wharton Research Data Service (WRDS) is a collection of financial, banking, public policy, economics, and accounting databases that is restricted to current Harvard affiliates. The links below will provide you with more information about the databases that are included in Harvard's subscription to WRDS as well as instructions on how to gain access to the WRDS collection.
WRDS Databases
Below is a list of the databases that are part of Harvard's subscription to the Wharton Research Data Services (WRDS). For an overview of the collection, please visit the WRDS website.
Bureau Van Dijk
This resource provides access to Amadeus, which provides European company-level
data; Bankscope, which provides financial information for banks throughout
the world; and Osiris which provides financial information on public companies
in over 100 countries. These resources are also available through the HOLLIS
e-research portal.
Center for Research in Security Prices
The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of standard and derived security data available for the NYSE, AMEX and NASDAQ stock markets. CRSP is a research center at the University of Chicago Graduate School of Business, and maintains historical data from December 1925 to the present.
Compustat North America
Provides more than 300 annual and 100 quarterly income statement, balance sheet, statement of cash flows, and supplemental data items on more than 7500 publicly held companies. For most companies, annual and quarterly data is available for a maximum of 20 years and 48 quarters.
Compustat Global & Emerging Markets DataBase
Compustat Global provides financial and market data covering publicly
traded companies in more than 80 countries, representing over 90% of the
world's market capitalization. It is possible to access hundreds of data
items, ratios and concepts and up to 12 years of annual history. The EMDB,
from S&P/COMPUSTAT, is a comprehensive compilation of emerging market
information. It covers 60 markets and more than 3,000 stocks. The EMDB
includes market performance, indicators, market capitalization, monthly
value traded, local stock market price indexes, prices in local currency
and US dollars, and more.
CRSP/COMPUSTAT Merged Database
Matching of CRSP historical price, distribution and total return data with COMPUSTAT fundamental data.
Dow Jones Averages
Data from Dow Jones Industrial Average (DJIA) (30 stocks), The Dow Jones
Transportation Average (DJTA)(20 stocks) and The Dow Jones Utility Average
(DJUA) (15 stocks). Daily data from 1896.
EVENTUS
Performs event studies using data read directly from CRSP stock databases or pre-extracted from any source.
Federal Deposit Insurance Company (FDIC)
FDIC files include structure data, financial time series data, complex
derived integers data, ratio data, and merger history data.
First Call Historical Database (FCHD)
FCHD provides a history of First Call's Real Time Earnings Estimates and
includes broker estimate detail, consensus estimates, estimate revision
activity, reported actuals, company issued guidelines, stock splits, and
company and issuer information.
Foreign Exchange Rates(WRDS FX )
This database is based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange (FX) rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$) and a few are also available in “inverted form” (e.g. $/pound).
Global Insight (formerly DRI Basic Economics)
U.S. economic, financial and demographic statistics, including employment,
finance, housing, income, population, production, and trade. Some series
are available in daily or monthly frequencies.
I/B/E/S
Global summary and individual forecast information as well as buy-sell-hold
recommendations for companies globally, plus cash flow, dividend, and
pre-tax profit forecasts.
Institute for the Study of Security Market (ISSM)
ISSM contains tick-by-tick data covering the NYSE and AMEX between 1983
and 1992. There are separate files for trades and quotes for each year.
Investor Responsibility Research Center (IRRC)
Provides impartial, independent research on corporate governance, proxy
voting and corporate responsibility issues.
OptionMetrics
A comprehensive source of historical price and implied volatility data
for the US equity and index options markets. The database contains historical
prices of options and their associated underlying instruments, correctly
calculated implied volatilities, and option sensitivities. Data available
from 1996-present.
Philadelphia Stock Exchange (PHLX)
Data on the trading of stocks, equity options, index options and currency options. The PHLX trades more than 2,800 stocks, 740 equity options, 12 sector index options, and 100 currency pairs.
Thomson Financial
Provides data on mutual funds, institutional holdings, and insider filing data including stock transactions, derivative transactions, and proposed sale data.
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 SmallCap issues.
WRDS Access Instructions
Faculty
and Ph.D. accounts:
Click on the "Account Request" link. Fill out the Account Request form - be sure to choose Harvard University from the list of schools. You will be mailed a username and password within two business days.
Class
accounts:
Faculty members may request accounts for class use. Follow the instructions listed above for Faculty and Ph.D. accounts; choose "Class Account" and include the faculty member's name.
Research
accounts:
Faculty members may request accounts for their Harvard researchers. Follow the instructions listed above for Faculty and Ph.D. accounts; choose "Research Account" and include the name of the faculty sponsor.
Library account:
Current Harvard students may access the web version of WRDS. Contact Diane Sredl, Data Reference Librarian, for further information.
SUPPORT SERVICES:
Questions regarding WRDS data should be directed to WRDS e-mail support
The sharing of a WRDS username and password is strictly prohibited for any reason. Failure to comply with this rule will result in termination of your account and may result in the loss of WRDS for all Harvard users. Faculty members should request separate research accounts for their assistants.