Tax & Accounting

Wharton Research Data Services (WRDS) is a web-based business data research service from The Wharton School at the University of Pennsylvania. It is the de facto standard for business data, providing researchers worldwide with instant access to financial, economic, and marketing data through a uniform, web-based interface.

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• The Bank Regulatory: Database contains five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filed for supervising purposes. Please see the Federal Reserve Bank of Chicago website for more information.
  
  
• Blockholders: This dataset contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.
  
  
• CBOE Indexes: The CBOE (Chicago Board Options Exchange) Volatility Index is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
  
  
• COMPUSTAT: a database of U.S. and Canadian fundamental and market information on 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.
  
  
• CRSP: The Center for Research in Security Prices (CRSP) maintains 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, mutual funds, and real estate data.
  
  
• CUSIP: CUSIP Service Bureau, which is operated by Standard & Poor's for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media.
  
  
• DMEF: Direct Marketing Educational Foundation (DMEF) IS four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.
  
  
• Dow Jones: The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), as well as The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), The Dow 10, and The Dow 5. The Dow Jones Industrial Average, the best known U.S. stock index, and the Dow Jones Transportation Average.
  
  
• FDIC: The Federal Deposit Insurance Corporation (FDIC) datasets contains historical financial data for all entities filing the Report of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans.
  
  
• Fama-French Portfolios: They are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors.
  
  
• Federal Reserve Bank Reports: The reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia.
  
  
• Markit: Trial: Markit’s pricing and reference data use contributions from global institutions.  Markit’s growing set of asset classes is used through t the industry for mark-to-market, research reference, risk control and forecasting activities.
  
  
• Philadelphia Stock Exchange: founded in 1790 is the oldest organized stock exchange in the nation. As one of North America’s primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services.
  
  
• Penn World Tables: They provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries.
  
  
• SEC Execution Orders: On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads
  
  
• TRACE: Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.
  
  
• Zacks Investment Research: Trial: Zacks data can be used to empirically analyze analysts’ forecasts and their revisions, price targets and recommendations (e.g., construct popular measures such as consensus forecast, earnings surprises, analyst track records, etc). Trial Coverage:  Limited date range for 100 of the largest global companies.

Below are the WRDS databases available to UNM faculty and students

• Bank Regulatory
• Blockholders
• CBOE Indexes
• COMPUSTAT
• COMPUSTAT Trial
• CRSP
• CUSIP
• DMEF Academic Data
• Dow Jones
• FDIC
• Fama French & Liquidity Factors
• Federal Reserve Bank
• Markit Trial
• PHLX
• Penn World Tables
• SEC Order Execution
• TRACE
• Zacks Trial