Access is available on and off campus to current McMaster University students, faculty and staff.
- 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...
- Access to WRDS and its datasets has been made possible by the generous support of the DeGroote School of Business.
Coverage: Varies by dataset
WRDS is a web-based interface which provides access to several finance and business related datasets. McMaster subscribes to the following datasets/tools via WRDS:
- COMPUSTAT datasets include:
- COMPUTSTAT 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) datasets include:
- CRSP U.S. Stock Database (Annual): Contain daily and monthly market and corporate action data for securities with primary listings on the NYSE, NYSE Amex, NASDAQ, and Arca exchanges and include CRSP broad market indexes.
- 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.
- CRSP Mutual Funds (Quarterly): Survivor-Bias-Free US Mutual Fund Database includes identification information, fund objectives, fees, total net assets, monthly and daily net asset values, returns, and distributions. This database allows researchers to create performance benchmarks free of survivorship bias by including both active and inactive funds.
- EVENTUS: Eventus Software performs event studies that compute abnormal returns for specific corporate action or events using data directly from the CRSP stock database.
- 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.
- MSCI ESG KLD STATS: A dataset of positive and negative environmental, social, and governance (ESG) performance indicators applied to a universe of publicly traded companies. Initiated in 1991, this dataset is one of the longest continuous ESG data time series available.
- 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.
- TAQ (Trade & Quote): 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.
- To access TAQ data via WRDS, go to Your Subscriptions tab of WRDS and select Intraday Indicators by WRDS > Millisecond Intraday Indicators by WRDS - offers 150+ daily variables built from Millisecond TAQ data. Variables cover liquidity, volatility, price/flows, informativeness, and many others from 2018 to 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.