Wharton Research Data Services (WRDS)

Wharton Research Data Services (WRDS) (Login for Individual WRDS Account Holders)
Wharton Research Data Services (WRDS) (Access for all other McMaster Users)
Coverage:Varies by dataset
Note:

Individual WRDS accounts allow unlimited access via web, SSH and/or FTP, and include 750MB of permanent disk storage. WRDS account holders will have their own password access which is to remain confidential and is not to be shared with any individual. Only current McMaster faculty, staff, graduate students (Ph.D. and Masters) and research assistants can register for an individual WRDS account

All other McMaster users can request a WRDS day pass using this form. NOTE: An active McMaster email address is required. Once the form is submitted, a WRDS link will be sent to you within minutes via email. To access WRDS off-campus with a day pass, the McMaster libaccess proxy prefix (i.e., http://libaccess.mcmaster.ca/login?url=) needs to be appended to the beginning of the WRDS link sent to you. When the link is proxied, it should look something like this: http://libaccess.mcmaster.ca/login?url=http://wrds-web.wharton.upenn.edu/wrds/connect/daypass.cfm?ticket=...

 

Access to WRDS and its datasets has been made possible by the generous support of the DeGroote School of Business.

Description:

Wharton Research Data Services (or WRDS) is a Web-based interface which primarily provides access to finance and business related datasets. McMaster subscribes to the following datasets / tools:

  • COMPUSTAT Global & EMDB: COMPUTSTAT Global provides authoritative financial and market data covering publicly traded companies in more than 80 countries, representing over 90% of the world's market capitalization, including coverage of over 96% of European market capitalization and 88% of Asian market capitalization. Hundreds of data items, ratios and concepts and up to 12 years of annual history is included. Standard & Poor's Emerging Markets Database covers 53 markets and more than 2,200 stocks in developing countries.
  • COMPUSTAT North America: Contains U.S. and Canadian fundamental and market information on more than 24,000 active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. For most companies, annual and quarterly data is available for a maximum of 20 years and 48 quarters.The files also contain information on aggregates, industry segments, banks, market prices, dividends, and earnings.
  • COMPUSTAT Execucomp: Provides executive compensation data collected directly from each company’s annual proxy (DEF14A SEC form). Detailed information on salary, bonus, options and stock awards, non-equity incentive plans, pensions and other compensation items are available.
  • CRSP (Center for Research in Security Prices) U.S. Stock Database (Annual): Contains 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 portfolios, treasury bond and risk-free rates, and mutual fund databases.
  • CRSP U.S. Index History Files - Intraday (Quarterly): Contains second-by-second and end-of-day price and total return levels for market capitalization, value/growth, and sector indexes.
  • EVENTUS: Eventus Software performs event studies that compute abnormal returns for specific corporate action or events using data directly from the CRSP stock database.
  • FISD (Fixed Income Securities Database): Subscription Cancelled. Access will be available until June 30, 2018.
    Mergent's FISD for academia is a comprehensive database of publicly-offered U.S. bonds. It contains 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. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies. It is used to research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.
    • Issuer specific information includes:
      • Industry codes, S.I.C. codes and N.A.I.C.S. codes
      • Ticker and exchange listings
      • Issuer names and parent relationships
      • Bankruptcy and default detail
    • Issue specific data includes:
      • Full call, put and sinking fund schedules and call frequency codes
      • Structured security flags and detailed information
      • Floating rate formulas, current rates and coupon schedules
      • Fitch IBCA, Moody's, S&P and Duff & Phelps credit ratings
      • U.S. Treasury auction information
      • Convertible debt information
      • Underwriters, trustees and fiscal agents
      • Unit deals and warrant information
    • Transaction information includes:
      • All bond acquisitions reported since 1994 by insurance companies
      • All bond disposals (sales, redemptions) since 1995 by insurance companies
    NOTE: Access to FISD data is also available via Mergent's BondViewer.
  • I/B/E/S (Institutional Brokers' Estimate System): Provides summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well and buy-sell-hold recommendations.
  • IRI (Information Resources, Inc.) - Marketing Fact Book provides aggregate, category-level data across more than 300 different grocery product categories covering the years 1983 to 1997. The data are collected from a representative sample of static qualifying U.S. panelist households. These purchases are continuously tracked across all UPC-coded brand-items in all categories.
  • ISSM (Institute for the Study of Security Markets): 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.
  • OTC Markets: Contains closing quote, trade and security reference data on the 10K securities trading on the OTCQX, OTCQB, and OTC Pink Marketplaces. Coverage is 2011 to  the present
  • Research Quotient: Analyze and measure the effectiveness of a firm's research and development (R&D)
  • RiskMetrics (through ISS Governance Services): Contains corporate governance data. It includes directors data, voting results data and shareholder proposal data for S&P 1,500 companies (and others) from the mid-1990s to the present.
  • Thomson Reuters Mutual Fund Holdings (s12): Provides access to Mutual Funds Holdings (CDA/Spectrum s12).
  • WIFR (WRDS Industry Financial Ratio):  a collection of the most commonly used financial ratios by academic researchers. Includes over 70 financial ratios grouped into the following 7 categories: capitalization, efficiency, financial soundness/solvency, liquidity, profitability, valuation and others. Ratios for each individual company as well as at industry aggregated level are included in the output. 
Publisher:Wharton School of the University of Pennsylvania
URL:
http://wrds.wharton.upenn.edu/ (Login for Individual WRDS Account Holders) McMaster Users Only
URL #2:
http://libaccess.mcmaster.ca/login?url=http://wrds-web.wharton.upenn.edu/wrds/connect/ (Access for all other McMaster Users) McMaster Users Only
Alternative:WRDS | Compustat | CRSP | Center for Research in Security Prices | Eventus | FISD| Mergent FISD | Fixed Income Securities Database | I/B/E/S | IBES | Institutional Brokers' Estimate System | IRI | Information Resources, Inc. | ISSM | Institute for the Study of Security Markets | RiskMetrics | Risk Metrics | ISS Governance Services | Research Quotient | Thomson Reuters Mutual Funds | Financial Ratios Suite by WRDS | WIFR | Financial Ratios Industry Level | Financial Ratios Firm Level
Subjects:Business | Social Sciences | Accounting and Finance | Economics