Finance Data Resources

 

Thank you for visiting.

This site contains information about the research data resources of the Department of Finance at The University of Arizona. The Data Resources are a resource for The University of Arizona Finance Faculty, Ph.D students, and Masters Students, as well as faculty and students from other college departments who conduct research using financial data.

Database Name 
Wharton Research Data Services (WRDS)

Website 
https://wrds-web.wharton.upenn.edu/wrds/

Overview
Wharton Research Data Services (WRDS) is a web-based business data research service from The Wharton School at the University of Pennsylvania. Developed in 1993 to support faculty research at Wharton, the service has evolved to become a common tool for research for over 290 institutions around the world.

WRDS is the de facto standard for business data, providing researchers worldwide with instant access to financial, economic, and marketing data though a uniform, web-based interface. This hosted data service has become the locus for quantitative data research and is recognized by the academic and financial research community around the world as the leading business intelligence tool.

WRDS provides access to COMPUSTAT, CRSP, IBES, NYSE-TAQ, Bureau van Dijk, Global Insight, OptionMetrics and other important business research databases.

How to Access This Data
Please email the Data Czar if you have questions about or wish assistance in accessing WRDS via WRDS Cloud.

Database Name 
CRSP U.S. Stock Database 

Website 
http://www.crsp.com/

Overview of the Data 
The Center for Research in Security Prices U.S. stock database contains a comprehensive collection of financial market data, including price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. 

Our Subscription 
The Finance Department subscription is current. New data is received by the Finance Department once per year, normally in March. The new data received comprises the financial market information of the previous year. 

How to Access This Data 
The most up to date CRSP data are also available through the WRDS system.

Guides can be downloaded from the CRSP manuals website by clicking here.

Database Name
Compustat

Website
Standard & Poor's Compustat Database

Overview of the Data
Compustat provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies. The Compustat dataset we subscribe to provides us with 20 years of this data up to the most current year. For example, the Compustat data we purchased in 2004 (i.e., the "2003 version") contains data from 1984-2003. There are numerous datasets which together comprise Compustat, and our department does not subscribe to all of them. For more info, see below.

Our Subscription
The Finance and Accounting Departments subscribe to:

  • North America-Annual
  • North America-Quarterly
  • Execucomp-Annual

How to Access This Data
The most up to date Compustat data are also available through the WRDS system.

Database Name
CCM: The CRSP/COMPUSTAT Merged Database

Website
http://www.crsp.com/products/research-products/crspcompustat-merged-database

Overview
The CRSP/Compustat Merged Database provides CRSP and Compustat subscribers the ability to access CRSP’s stock data and Compustat’s Xpressfeed fundamental data within a single linked database. The CRSPLink® maps complex relationships over time between CRSP and Compustat company and security permanent identifiers. The level of accuracy is superior to that found when linking by other methods, such as by CUSIP® or Ticker.

How to Access This Data
Please email the Data Czar if you have questions about or wish assistance in accessing CCM.

Database Name
CRSP Survivor-Bias Free US Mutual Fund Database

Website
http://www.crsp.com/products/research-products/crsp-survivor-bias-free-us-mutual-funds

Overview of the Data
The CRSP U.S. Mutual Fund Database provides open-ended mutual fund data for over 24,725 (approximately 8,710 dead funds and 16,015 live) open-ended funds of all investment objectives:

  • Equity funds
  • Taxable and municipal bond funds
  • International funds
  • Money market funds

The CRSP US Mutual Fund Database contains live funds as well as funds that have not survived over time. Dead funds are traditionally removed from performance returns in mutual fund data. Thus the survivor-bias free fund data can be used as a more accurate performance benchmark.

Our Subscription
The Finance Department subscription is current.
The CRSP Mutual Fund database is updated quarterly, with a one-quarter lag.
(For example, December data is shipped the last trading day of March.)

How to Access This Data
The most up to date CRSP data are also available through the WRDS system.

Guides can be downloaded from the CRSP manuals website by clicking here.

Database Name
Execucomp

Website
http://www.spcapitaliq.com/

Overview of the Data
Includes over 80 different executive compensation, executive, director, and company related items.

Subscription Status
The Finance Department currently subscribes to this database.

How to Access This Data
The most up to date Computstat data are also available through the WRDS system.

Database Name
Fixed Investment Securities Database

Website
http://www.mergent.com/mergent-solutions/fixed-income-data

Mergent
60 Madison Avenue, 6th Floor
New York, New York 10010
United States
Phone: (800) 342-5647
Fax: (212) 413-7670
Email: customerservice@mergent.com

Overview of the Data
The Fixed Investment Securities Database (FISD) is a comprehensive collection of publicly offered U.S. Corporate bond data. The database is divided in to two major parts. The first part (FISD) includes issue details on over 100,000 corporate, U.S. Agency, U.S. Treasury, and supranational debt securities.

The second part provides pricing information from the National Association of Insurance Commissioners (NAIC) on buy and sell transactions by life insurance companies, property and casualty insurance companies, and Health Maintenance Organizations (HMOs). The NAIC data is contained in pipe-delimited, flat, ASCII files which are packaged in a .ZIP archive along with ASCII versions of the FISD files. NAIC data are not contained in the MS Access part of the database. Using the query front- end application, you can research market trends, deal structures, issuer capital structures and other fixed income debt research.

The main FISD database contains over 400 fields of data.

FISD data items include: Full call, put, and sinking fund schedules, call frequency codes, floating rate formulas, current rates and coupon schedules, Fitch IBCA, Moody's, S&P and Duff & Phelps credit ratings, U.S. Treasury auction information, convertible debt information, underwriters, trustees and fiscal agents, unit deals and warrant information. Issuer information includes: industry codes (SIC and NAICS), ticker and exchange listings, issuer names and parent relationships, bankruptcy and default detail. The pricing information includes an issue ID to link with the Mergent data, as well as issuer and issue CUSIP ID, date of the transaction, name of the vendor/purchaser, actual cost, accrued interest, par value (bonds), flat price, insurer type, etc.

NAIC data items include: issuer, issuer CUSIP, trade date, dealer information, price, size of trade, type of institution, and type of transaction.

Our Subscription
The Finance Department subscription is current and is delivered yearly.

How to Access This Data
The most up to date Mergent FISD data are also available through the WRDS system.

Database Name NYSE Trade and Quoting Database

Website
http://www.nyse.com
Click on Market Information, then TAQ Database

Overview of the Data
The Trade and Quote database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and Small Cap issues.

Our Subscription
The Finance Department maintains a current subscription to this data.

How to Access This Data
TAQ datasets are contained on CDs and DVDs that are held by the Data Czar. We receive new TAQ data periodically from the New York Stock Exchange. If you would like to access or look at the TAQ data, email the Data Czar to set up a time when you can meet with him to retrieve the data disks you are looking for. Before retrieving the data disks, it is necessary to know the relevant dates of the data that you are interested in.

Once you have the relevant data disks, data can be extracted from them using a windows application called TAQ2.exe. This application can be downloaded directly from the NYSE website. If for some reason this link does not work, TAQ2.exe can be downloaded from the TAQ Database website, accessed by following the directions above.

After downloading TAQ2.exe, unzip the files and install the program on to your computer. You can then use TAQ2.exe to easily create research "jobs" that will pull specified data items for specified firms from specified exchanges for specified time frames.

Data is usually exported from TAQ2.exe in a .txt format, which can then be imported in to the software suite of your choice, such as SAS for example.

The TAQ Database Guide is available for download from the TAQ website above, or for Finance Faculty and Grad Students, the guide can be accessed on the Finance Common drive, which for most departmental computers is located at: S:\dataczar\TAQguide. 

Overview of the Data
Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC.

The database contains quarterly information on the institutional investors' holdings of US securities. Any institutional investor who manages U$100 million or more is required to disclose this information by filing Form 13F to the US SEC. This database has become the standard data source for any researcher who wants to study the behavior of institutional investors (as opposed to the behavior of individual investors) in the US. Form 13F is the reporting form filed by institutional investment managers pursuant to Section 13(f) of the Securities Exchange Act of 1934. This database is formerly known as CDA/Spectrum 3 4 database.

How to Access This Data
The most up-to-date Thompson 13F Institutional Holdings data is available through the WRDS system.

Overview of the Data
This database includes all U.S. insider activity as reported on Forms 3, 4, 5, and 144 in line-by-line detail. In addition, a unique cleansing process is used by Thomson Reuters. The database includes several value-added fields with a cleanse indicator that identifies whether the data were cleansed using external data sources as well as an indicator of the degree of confidence that we have in each data record.

How to Access This Data
The most up-to-date Thompson 13F Insiders Filings data is available through the WRDS system.

Overview of the Data

Global New Issues
The database is divided into seven sub-databases based upon security type: common stock (includes IPOs and secondary offerings), non-convertible debt, convertible debt, non-convertible preferred stock, convertible preferred stock, mortgage and asset-backed debt, taxable municipal debt.

All issues of equity, corporate debt, and taxable municipal debt that are firmly underwritten in the United States. To be included in the database, debt securities must have a maturity of at least one year. Currently best efforts offerings are not covered.

Mergers and Acquisitions
Mergers and acquisitions, stake purchases, stock swaps, REIT acquisitions, asset sales and divestitures, rumored and seeking buyer transactions, leveraged buyouts (LBOs), tender offers, privatizations, spinoffs and splitoffs, and bankruptcy liquidations.

SDC Academic Joint Ventures
Database of strategic alliances and joint ventures from company press releases, news wires, and trade journals (description from Lindsey, 2002).

How to Access This Data
To access SDC, either 1) install SDC software available from the Thomson/Reuter website, or 2) have the Data Czar install it using the department registration. Please email the Data Czar if you have questions or wish assistance.

Database Name
Dealscan

Website
http://www.loanconnector.com/dealscan/LPC_WEB_DS_SecurID.html

Current Versions/Years Available
Contains detailed deal terms dating back to 1988, selected data back to 1981

Overview of the Data
DealScan contains extensive and reliable information on the global commercial loan market. It provides users with access to Loan Pricing Corporation's (LPC's) robust database of detailed terms and conditions on over 131,000 loan, high-yield bond and private placement transactions.

More specific details about the data contained in Dealscan can be found at the link above.

Subscription Status
The Finance Department maintains a current subscription to this database.

How to Access This Data
The Dealscan database is accessed through the internet at http://www.loanconnector.com. You will need to enter a username, password, and number called the secureID. To find these three items, you must acquire what we call the "Dealscan Token," which is a credit card sized device that contains the current secureID for accessing the site. The secureID for accessing the Dealscan website changes periodically, and the current ID is displayed on the Dealscan token. The current username and password that you will need are written on a card that is kept in the same holder with the token.

To get the Dealscan token, contact the Data Czar by email at lixx2167@email.arizona.edu or Regan Holliday (if the Data Czar is not available). Regan's email is rholliday@email.arizona.edu.

Database Name
Global Insight

Website
https://globalsso.ihs.com/KeystoneSTS/SSOLogin/Login.aspx?theme=IGI&ReturnUrl=https%3a%2f%2fglobalsso.ihs.com%2fKeystoneSTS%2fKSFed%2fDefault.aspx%3ftheme%3dIGI

http://www.globalinsight.net
As of 9/24/04, the Global Insight website was offline.

Overview of the Data
Global Insight database provides data on macroeconomic variables such as national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment - among other national level categories. It also provides data on the IMF series and the OCDE series.

Our Subscription
The finance department currently subscribes.

How to Access This Data
The excel files are contained on CD-ROMs which are held by the Finance Department Data Czar. If you would like to look at this data, he can get you access to it. Email him at: lixx2167@email.arizona.edu.

Database Name
Global Access

Website
http://thomsonreuters.com/

Current Versions/Years Available
Real Time / Data primarily available for 1993 - present

Overview of the Data
Global Access provides real-time and historical Price and Earnings Data, SEC EDGAR filings, scanned images of company annual reports, foreign exchange filings, and hard-copy SEC filings. Our subscription includes spreadsheet financials from Worldscope, which covers both US and international company filings.

Our Subscription
The University of Arizona subscription is active, and the most current data is available.

How to Access This Data
The Global Access Database is easily accessed by following these directions:

  1. Go to The U of A Libraries All Databases Page at: http://www.library.arizona.edu/indexes/AllTitles.shtml and then Click on the letter "G."
     
  2. Click on "Global Access."
     
  3. Click on the "Thomson Research" Button at the top left.

Users must access Global Access through The U of A Library website.

Database Name
IBES (pronounced "eye-biss")

Website
http://thomsonreuters.com/

Current Versions/Years Available
Data available from 1987 - Present

Overview of the Data
The Institutional Brokers Estimates System provides current and historical consensus and detail forecasts from security analysts, for more than 18,000 companies worldwide. Forecast data items include earnings per share, revenue, cash flow, long-term growth projections, and stock recommendations.

The complete database contains 4 sets of files:

US Detail and Intl. Detail - Contain analyst-by-analyst detailed forecasts for U.S. and international companies, respectively.

US Summary and Intl. Summary - Contain mean, median, sdev, etc. for analysts' forecasts on a monthly basis, for U.S. and international companies, respectively.

Our Subscription
The Accounting Department maintains a current subscription.

Database Name
RiskMetrics

Overview
RiskMetrics (through ISS Governance Services) is a leader in corporate governance data. Datasets includes Directors Data and Corporate Takeover and Governance Data.

How to Access This Data
Please email the Data Czar if you have questions about or wish assistance in accessing RiskMetrics through WRDS. 

Database Name
SNL Financial

Website
http://www.snl.com/

Overview
SNL Financial collects information for financial institutions and includes detailed profiles on more than 20,000 U.S. companies, including all publicly-traded banks & thrifts, privately-held institutions and credit unions. It also covers mortgage REITS and insurance.

How to Access This Data
You may register (through Summer 2014) to access SNL Financial using the process described in the .pdf document: How to Register as a new user

Database Name 
Option Metrics IvyDB Europe

Website 
http://www.optionmetrics.com/data-products/#IVYdbUS

Overview of the Data 
Since its launch in 2002, the IvyDB database has been the industry standard for historical option prices and implied volatility data. Used by over 300 institutions, IvyDB contains accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB, you’ll be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.

How to Access This Data 
The most up to date OptionMetrics IvyDB data is available through the WRDS system.

Guides can be downloaded from the CRSP manuals website by clicking here.

Database Name 
Board Ex Data (short form)

Website 
http://corp.boardex.com/data/

Overview of the Data 
The BoardEx database contains biographical information on most board members and senior executives around the world. 

How to Access This Data 
Contact Associated Professor of Accounting, Jayanthi Sunder at jayanthisunder@email.arizona.edu for access.

Database Name 
SeekEdgar

Website 
https://www.seekedgar.com/

Overview of the Data 
SeekEdgar uses Cloud Technology to efficiently and effectively allow the search for financial and non-financial information from SEC filings and other regulatory agencies worldwide. It provides two products: SeekiNF is a search engine for SEC filings; FRAANK provided financial and non-financial information from 10K, 10Q, 20F and 40F filings.

How to Access This Data 
On-campus access from UA computers does not require a login or password.

Access from off-campus can be obtained by clicking the login link at https://www.seekedgar.com/ and entering your UA email address; SeekEdgar will send an email with a link to set up a password.