Data and Statistical resources are available from various sources such as Statistics Canada, Inter-University Consortium for Political and Social Research (ICPSR), OECDiLibrary, IMF etc. The links below will help you to identify data and statistical resources available for your research.
... facts or figures
... raw numbers used to calculate statistics
... proves a point using totals, sums or averages
... used with software like SAS or SPSS
via Statistics Canada websiteCANSIM @ CHASS: provides access to time series statistics on a broad variety of subject areas including Economic Accounts, Labour, Income, Health etc.
Canadian Business Patterns:
provides counts of business establishments by nine employment size ranges, NAICS/SIC and geography groupings. Available from 1988 to 2014.
Income Trends in Canada:
43 cross-classified tables on income distributions and inequality, earnings of men and women, income tax, government transfers, low income and sources of income. Available from 1976 to 2006.
Labour Force Historical Review: Monthly and annual average series are available on labour force status by demographic, education and family characteristics; trends in the labour markets of metropolitan areas; economic regions; data by industry and occupation, wages and union membership; and much more. Available from 1997 to 2010.
Canadian Census Analyser: provides access to Census Profile Data for 1981-2006 at Enumeration Area level and Census Tract level; 1991 – 2006 at Provincial and Federal Electoral District level; and the 1971 - 2006 Individual Microdata Files.
Inter-Corporate Ownership: The Inter-corporate ownership (61-517-XCB) directory is the most authoritative and comprehensive source of information available on corporate ownership, a unique directory of "who owns what" in Canada. It tracks the ownership of the largest Canadian corporations and provides up-to-date information reflecting recent corporate takeovers and other substantial changes.
OECDiLibrary: access OECD publications and statistical databases online and build your own tables in real time.
IMF Data - Access to Macroeconomic and Financial Data: current data on exchange rates, international liquidity, international banking, money and banking, interest rates, prices, production, international transactions, government accounts, and national accounts.
Key business intelligence on countries, companies, markets and consumers around the world.
Penn World Tables:
The Penn World Table provides purchasing power parity and national income accounts converted to international prices for 179 countries for some or all of the years 1950-2000.
Labour Force Survey (LFS):
household survey carried out monthly. Data provide information on major labour market trends such as shifts in employment across industrial sectors, hours worked, labour force participation and unemployment rates. 1976 – 2016.
Survey of Household Spending (SHS):
detailed information on household expenditures, dwelling characteristics, and ownership of household equipment such as appliances, communications and entertainment equipment, and vehicles. 1997 – 2011.
Survey of Financial Security: provides a comprehensive picture of the net worth of Canadians. Information is available on the value of all major financial and non- financial assets and on the money owing on mortgages, vehicles, credit cards, student loans and other debts. 1999, 2005 and 2012.
Survey of Consumer Finances (SCF):
complete set of Labour Force Survey variables and detailed labour force characteristics of all persons aged 15 years and over. Also adds detailed information on 23 sources of income and income tax for the preceding calendar year. 1974 – 1998.
For more Data and Statistical Resources...
Please visit “Odesi” data portal to access, in addition to Statistics Canada datasets, data files from Gallup Canada and other polling companies, public-domain files such as the Canadian National Election Surveys and selected files from the Inter-University Consortium for Political and Social Research (ICPSR). The files can be searched, browsed, analyzed and downloaded in various formats. You must be a current student, staff or faculty at McMaster University.
Also visit the Data and Statistics Collection page to get access to a variety of Open Data, Statistics and Microdata resources from around the world.
SEDAR: provides access to most public securities documents and information filed by public companies and investment funds with the Canadian Securities Administrators (CSA) in the SEDAR filing system.
Provides worldwide full text coverage of local and regional newspapers, trade publications, business newswires, press release wires, media transcripts, news photos, business-rich Web sites, investment analyst reports, market research reports, country and regional profiles, company profiles, historical market data. Available through library’s catalogue.
Mergent Online: provides in-depth business and financial research. lncludes Company Data Direct/U.S., Company Data Direct/International, annuals/U.S. and annuals/International. Available through library’s catalogue.
Compustat Global: provides data on major companies trading on international exchanges. Available through WRDS.
Compustat North America: Available through WRDS.
Includes SEC Filings and many local and national directories. International information is extremely limited.
Stocks and Indices
Wharton Research Data Services (WRDS):
Web based interface providing access to recent and historical financial data from CRSP (Center for Research and Security Prices), Standard and Poor’s COMPUSTAT and other important financial and business data sources.
Center for Research and Security Prices (CRSP): contains daily and monthly trading data back to 1925 on stocks trading on the NYSE, AMEX, and NASDAQ exchanges. The data includes closing price, shares outstanding, and return for the stock. Also includes index level data. Available through WRDS
Eventus Software: performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database. Available through WRDS.
Institute for the Study of Security Markets database (ISSM): Tick-by-tick data covering NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year's data is divided into two files, one for trades and one for quotes. Available through WRDS.
Emerging Markets Database: data on 60 emerging markets and more than 3,000 stocks. Included are market performance, indicators, market capitalization, monthly value traded, local stock market price indexes, prices in local currency and US dollars, etc. In addition, this database includes two series of indexes, the S&P Global (S&P/IFCG) Index (which represents stock market performance without taking into account restrictions on foreign investors) and the IFC Investible (IFCI) index series (which reflects new opportunities for investment since the mid-1980s). Available through WRDS.
Corporate Change and Ownership
Thomson financial ownership databases:
Mutual Fund Holdings (s12): Includes Type 1: Fund Characteristics Type 2: Stock Characteristics, Type 3: Stock Holdings, Type 4: Change in Holdings. Available through WRDS
The Inter-corporate ownership (61-517-XCB) directory is the most authoritative and comprehensive source of information available on corporate ownership, a unique directory of "who owns what" in Canada. It tracks the ownership of the largest Canadian corporations and provides up-to-date information reflecting recent corporate takeovers and other substantial changes.
Investment Company Institute:
primary source for statistical data and research on investors and retirement plans in the investment company industry. Institute research examines such topics as the retirement market, shareholder demographics and trends in shareholder ownership, fund fees and expenses and the industry’s role in foreign markets.
CRSP Mutual Fund Database:
provides survivor-bias free open-ended data for funds of all investment objectives including stock funds, taxable and municipal bond funds, international funds, and money market funds. The database records each mutual fund's name and organizational history for open-ended mutual funds from January 1, 1962. Available through WRDS
Morningstar: provides free and instant access to timely financial news and analysis. Registration is required for free membership.
Fixed Income Securities Database:
Produced by Mergent, Inc. Provides issue detail on over 140,000 Corporate, Corporate MTN (Medium Term Note), Supranational, U.S. Agency and U.S. Treasury debt securities since 1995. Specific issue information available: Full call, put and sinking fund schedules, plus call frequency codes, Structured security flags and detailed information, Updated Fitch, Moody's and S&P credit ratings, U.S. Treasury auction information, Convertible debt information, Underwriters, trustees and fiscal agents, Unit deals and warrant information. Specific issuer information available: Industry code, S.I.C. code and N.A.I.C.S. code, Stock ticker and exchange listings, Issuer name and parent relationships, Bankruptcy detail. Available through WRDS.
Trade Reporting and Compliance Engine (TRACE): NASD's over-thecounter (OTC) corporate bond market real-time price dissemination service. Introduced in July of 2002, 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. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume. Available through WRDS.
CRSP (Center for Research and Security Prices):
includes US Government bonds (daily and monthly frequency) back to 1925. Available through WRDS.
Options and Futures
Chicago Board Options Exchange:
provides valuable online resources including real-time and delayed option quotes, market statistic summaries, strategy discussions and applets, option software downloads and interactive educational training modules.
MEMDB (Medieval and Early Modern Data Bank):
contains 6 databases providing select commodity prices from the Medieval Ages, three pertaining to currency exchanges and two pertaining to prices. Free access provided from Rutgers University for non-commercial and academic purposes only.
CISDM Hedge Fund/CTA Indices:
Every month, the CISDM produces a set of indices covering monthly performances of hedge funds, funds of funds and CTAs. These indices are based on the performance figures reported to CISDM-Morningstar Database. Historical data on these indices are available to the public free of charge.