Allowable Uses:
View Detailed Terms of Use
Access is available on and off campus to current McMaster University students, faculty and staff.
Notes:
- WRDS account: If you are currently affiliated with McMaster, you can register for a personal WRDS account. Faculty, Ph.D. student, research assistant, staff and visiting faculty accounts allow unlimited access via web, SSH and/or FTP, and include 10GB of permanent disk storage. Masters and Undergraduate student accounts also allow unlimited access via web, SSH, and/or FTP, but DO NOT have disk storage. Class accounts for specific courses can also be created by instructors. To learn more, visit WRDS Account Types. NOTE: As of December 2022, all accounts must be configured with two-factor authentication. Upon logging in, you should be guided through the setup process.
- WRDS Day Pass: If you don't need a personal WRDS account, current McMaster users can request a 24-hour WRDS day pass using this form. NOTE: A McMaster email address is required. Once the form is submitted, a WRDS access link will be emailed to you within minutes.
- Access to the WRDS platform and its datasets has been made possible by the generous support of the DeGroote School of Business.
Description:
Coverage: Varies by dataset
Coverage: Varies by dataset
The Wharton Research Data Service (also known as WRDS) is a web-based data platform from the Wharton School at the University of Pennsylvania. McMaster subscribes and/or has access to the following finance and business datasets and tools.
- Audit Analytics: Accounting + Oversight and Audit + Compliance [more info]
- Bank Regulatory by WRDS: Provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.
- Blockholders: Database of large-block shareholders created by researchers in 2004.
- Cboe (Chicago Board Options Exchange) Options: Daily levels of Cboe's volatility index (VIX)
- Compustat: Provides standardized North American and global financial statement and market data for over 80,000 active and inactive publicly traded companies. Covers Global & EMBD (Emerging Markets Database), North America, and Execucomp [more info]
- CRSP (Center for Research in Security Prices): U.S. Stock Database (Annual), U.S. Index History Files - Intraday (Quarterly), and Mutual Funds (Quarterly) [more info]
- Eventus: Eventus software performs event studies that compute abnormal returns for specific corporate action or events using data directly from the CRSP stock database.
- FactSet Ownership: Provides information on institutional and insider ownership of publicly traded companies. [more info]
- Fama-French Portfolios and Factors: The original factors on market risk, company size, and style (growth vs. value), along with later extensions.
- Financial Ratios Suite by WRDS: Provides over 70 pre-calculated financial ratios for all U.S. companies across eight different categories (valuation, profitability, capitalization, financial soundness, solvency, liquidity, efficiency, and others). Both firm-level and industry-level ratios are available.
- Historical SPDJI: Closing prices and returns for the Dow Jones Industrial Average and other Dow Jones Indices.
- 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. Includes point-of-sale information for more than 11,000 grocery stores and 7,500 drug stores. Data are collected from a representative sample of static qualifying U.S. panelist households.
- ISS (Institutional Shareholder Services) ESG: Directors, Governance, and Other environmental, social & governance (ESG) data [more info]
- 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.
- LSEG > Mutual Fund Holdings (s12): Covers almost all historical domestic mutual funds, with the addition of a large collection of international funds from 2017Q4.
- LSEG ESG: LSEG has ESG (environmental, social, governance) data coverage for over15,000 global companies, across 76 countries, spanning major global and regional indices [more info]. NOTE: LSEG ESG data also available via LSEG Workspace.
- LSEG IBES (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. [more info]
- LSEG Mergent: LSEG Mergent Fixed Income Securities Database (FISD) provides details on debt issues and the issuers, as well as transactions by insurance companies.
- Lipper Hedge Fund Database (TASS) - Resource for institutional asset managers, high net worth investors and consultants who monitor the global hedge fund industry [more info]
- MSCI ESG Ratings for Global Equities Historical Data: Contains ESG (environmental, social, governance) ratings, weights, and metrics for companies in the MSCI universe. [more info]
- 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)
- TAQ (Trade & Quote): The NYSE Trade and Quote (TAQ) database offers tick-by-tick trade and quote data of all activity within the U.S. National Market System [more info]
- TRACE: FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. Reports price and other details of bond transactions in several categories.
- and more ...
Once connected to WRDS, more detailed information on these and other datasets is available from the WRDS home page or WRDS Data Dashboard.
