Data Included

Bank Regulatory

The Commercial Bank Database, from the Federal Reserve Bank of Chicago (FRB Chicago), contains data of all banks filing the Report of Condition and Income (named “Call Report”) that are regulated by the Federal Reserve System, Federal Deposit Insurance Corporation (FDIC), and the Comptroller of the Currency. These reports include balance sheet, income statements, risk-based ...Read More

CBOE (Chicago Board Options Exchange)

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 New VIX still measures the market’s expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX ...Read More

Direct Marketing Educational Foundation (DMEF)

Direct Marketing Educational Foundation (DMEF) consist of 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. Learn MoreRead More

Dow Jones Average & Total Return Indexes

The Dow Jones Industrial Average, the best known U.S. stock index, and the Dow Jones Transportation Average, the oldest U.S. stock index were created by Charles Henry Dow, co-founder of Dow Jones & Company, and maintained and reviewed by the editors of The Wall Street Journal. Dow Jones Indexes is…Read More Read More

Fama-French Portfolios & Factors

Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth. The Pastor-Stambaugh Liquidity series are described by L. ...Read More

Federal Reserve Bank Reports

The Federal Reserve Bank 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. Learn MoreRead More

Information Resources, Inc. (IRI)

Information Resources, Inc. (IRI) Academic researchers have made extensive use of IRI gathered point-of-sale information from more than 11,300 grocery stores, as well as some 7,500 drug stores. The Marketing Fact Book contains data on grocery store purchases from a representative sample of static qualifying U.S. panelist households to help…Read More Read More

MSRB

The MSRB data are available to WRDS academic subscribers at no additional cost. The MSRB’s daily municipal market trade data are available to support the study of recent and historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions. Learn More For additional information please contact:…Read More Read More

OTC Markets Group

Free to all academic WRDS users Access the most comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces. WHY USE OTC DATA? The data may be used for portfolio pricing and valuation, investment accounting, clearing and settlement, and client statement preparation. BENEFITS • Closing quote and trade data on ...Read More

OTC Corporate Bond Transaction Data (TRACE)

OTC Corporate Bond Transaction Data (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…Read More Read More

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. Learn MoreRead More

Peters and Taylor Total Q

Extract data on firms’ “Total q” ratio and the replacement cost of firms’ intangible capital. Researchers must currently have access to Compustat. • Total q = improved Tobin’s q proxy that includes intangible capital in the denominator • Compustat firms, 1950 – 2015 Learn More For additional information please contact: WRDS Email: wrds@wharton.upenn.edu Read More

Philadelphia Stock Exchange (PHLX)

Philadelphia Stock Exchange (PHLX) 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…Read More Read More

Research Quotient

Free to all WRDS academic institutions with a current S&P Capital IQ Compustat subscription Analyze and measure the effectiveness of a firm’s R&D WHAT IS RQ? Research Quotient = percentage increase in revenue from a 1% increase in R&D. RQ is the output elasticity of R&D. RQ offers a universal,…Read More Read More

SAS®

Through innovative analytics, SAS® enables researchers to make better decisions faster — WRDS is SAS® powered. WRDS and SAS share the commitment to delivering valuable solutions and improving our researchers’ experience. Learn more about SAS on WRDS Why SAS Visual Analytics? Learn More SAS Visual Analytics Demo SAS Blog For information please contact: WRDS | http://whartonwrds.com | wrds@wharton.upenn.edu SAS | www.sas.com | Pam.katchuk@sas.com Read More

U.S. Department of Health & Human Services

Public Healthcare Data on WRDS is provided by the Agency for Healthcare Research and Quality Healthcare Cost and Utilization Project (HCUP) Diagnosis Procedures Medical Expenditure Panel Survey (MEPS) Expenditure by Healthcare Service Insurance National Tables Expenditure by Medical Condition Top Prescribed Drugs Expenditure per Event by Healthcare Service Expenditure per Event by Length of Hospital Stay Top Therapeutic Drug Classes       For additional information please contact: BEA – Bureau ...Read More