WRDS provides access to many sources of information on public company financial statements, equity and market performance, corporate governance issues, and select direct marketing data.
Usage of WRDS is strictly limited to Auburn faculty, visiting faculty, Ph.D students, staff, research assistants, and classes. Undergraduates and Master's students may only be granted access by a faculty member for a class.
To access WRDS, go to http://wrds.wharton.upenn.edu. Users must fill out a form to create their own login/password. They will then receive a confirmation email, which may take a day or more to receive.
- Bank Regulatory Database
- The Bank Regulatory 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 filled for supervising purposes.
- 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(VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The VIX measures the market's expectation of 30-day volatility. The VIX is based on S&P 500 index option prices and incorporates information from the volatility skew by using a wider range of strike prices rather than just at-the-money series.
- The Center for International Securities and Derivatives Markets (CISDM) provides data on Hedge Funds, active CTAs, and CPOs.
- Compustat Global & Emerging Markets
- Compustat 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. Compustat Global consists of four distinct files: Industrial/Commercial; Financial Services; Issue; and Currency. AU does not subscribe to the Emerging Markets portion of this database.
- Compustat North America
- It is a database containing about 300 annual and 100 quarterly income statement, balance sheet, flow of funds and supplemental data items on more than 24,000 publicly-held companies. Data is available for the most recent 20 years and 48 quarters. It is updated once a year (in the summer) when data from the last calendar year is added.
- Produced by the University of Chicago's Center for Research in Securities Prices, the CRSP database contains daily and monthly price, volume, and return data for NYSE, ASE, and NASDAQ stocks. Daily stock data is available from 1962 and some monthly stock data goes back to 1926. It is updated once a year (in the summer) when data from the last calendar year is added.
- Direct Marketing Educational Foundation
- 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 Averages & Total Returns Indexes
- Covers the Dow Jones Averages and the Dow Jones Total Return Indexes. The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite, as well as The Dow Jones Industrial, The Dow Jones Transportation, The Dow Jones Utility, the The Dow 10, and The Dow 5. The Total Return Indexes account for reinvested dividends, and, like all Dow Jones Total Market Indexes, cover 95% of the underlying market.
- Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. These studies look at how the dissemination of new information (for example, a proposed merger) affects financial gains or losses for companies.
- Fama French, Momentum, and Liquidity
- Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors.
- The Federal Deposit Insurance Corporation dataset contains financial data and history of 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.
- Federal Reserve Bank Reports
- The Federal Reserve Bank Reports contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the Coincident State Indexes from the Federal Reserve Bank of Philadelphia. Foreign Exchange Rates, Interest Rates, and State Composite Indexes.
- Penn World Tables
- The Penn World Tables 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. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002.
- The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs. Currency Options and Implied Volatility.
- RiskMetrics (formerly IRRC)
- The Investor Responsibility Research Center, Inc. (IRRC) is the world's leading source of impartial, independent research on corporate governance, proxy voting and corporate responsibility issues.
- SEC Disclosure of Order Execution Statistics
- 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.
- 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.