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BUSN - Library Information for Business Faculty/PhD: Advanced Finance Databases

Advanced Financial Databases

These databases are available on dedicated stations in the Business Library or Finance Trading Lab or via the Thomson ONE database.

Bloomberg

  • provides global financial and business information on market sectors such as equities, indices, derivatives, commodities and futures, currencies, industries and more.
  • real-time and historical data, news, charts, graphs, filings and more.
  • Excel add-in permits dynamic data updating
  • available on station 14 in the Business Library and in the Trading Lab
    How toBloomberg Guide


Datastream (Thomson Reuters)

  • provides historical (20 years) and current data for international equities, indices, bonds, economic series, derivatives, commodities and corporate statistics.
  • excellent charting capability
  • accessed through MS Excel, PowerPoint and Word and available on 5 computer stations in the Business Library
    How toIntroduction to Datastream database


Deals & League Tables (Thomson Reuters)


EIKON (Thomson Reuters)

  • provides real-time market data, news, ownership data and analysis tools covering public corporations and all types of investment vehicles.
  • Excel add-in permits dynamic data updating
  • available on station 13 in the Business Library and in the Trading Lab


Private Equity (Thomson Reuters)

  • formerly Venture Xpert
  • information on buyout and venture firms and their funds, executives, private equity backed companies, and limited partners dating back to 1969. Search venture and buyout-backed companies by industry, location, round size, round date, business description and keywords.
  • coverage: the Americas, Europe and Asia.
  • access through Thomson ONE database

WRDS (Wharton Research Data Services) is a collection of financial, accounting, banking, economics, management, marketing, and public policy databases accessible through a single Web-based interface. WRDS hosts the numeric data sets used frequently by academic researchers.

Haskayne PhD students and faculty may request a WRDS account for remote access and storage on a remote server.

Our current WRDS subscription includes the following databases (May 2017):

Bank Regulatory

  • contains five databases for regulated depository financial institutions that provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.

Beta Suite by WRDS

  • Beta Suite is a powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way. The tool is designed with flexibly in mind, capable of handling monthly, weekly and daily rolling regression on common set of market risk factors.

Bureau van Dijk

  • company information databases:
    • Amadeus European public and private company information
    • Bankscope Global banking information
    • Isis Global information on insurance companies
    • Osiris Listed and major unlisted/delisted companies globally


CBOE Indexes (Chicago Board Options Exchange)

  • The CBOE Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
  • CBOE Volatility Indices:
    • CBOE S&P 500 Volatility Index (VIX)
    • CBOE S&P 100 Volatility Index (VXO)
    • CBOE NASDAQ Volatility Index (VXN)
    • CBOE DJIA Volatility Index (VXD)
       

Compustat (Capital IQ from Standard & Poor's)

  • Compustat North America is a database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides historical annual and quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data.
  • Compustat Global is a database of non-U.S. and non-Canadian fundamental and market information on more than 33,900 active and inactive publicly held companies with historical annual data. Data is normalized to provide comparability across a wide variety of global accounting standards and practices.

CRSP

  • (CRSP) provides a comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets.
  • additional databases:
    • CRSP US Stock Database
    • CRSP Indices Databases
    • CRSP US Treasury and Inflation Series
    • CRSP Mutual Funds
    • CRSP/Ziman Real Estate Data Series


CUSIP

  • CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.


DealScan (Thomson Reuters)

  • database of detailed terms and conditions on over 240,000 loan transactions. These transactions finance M&A activity, working capital needs and other general corporate purposes for loan participants world-wide.
  • access through the WRDS database (from the “Currrent subscriptions” menu select Thomson Reuters)


Dow Jones Averages & Total Return Indexes

  • 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 Total Return Indexes account for reinvested dividends. Data for the Total Return Indexes is available after 1987.

Federal Reserve Bank Reports

  • contain three databases collected from Federal Reserve Banks:
    • Foreign Exchange Rates(30 world currency units per U.S. dollar)
    • Interest Rates (U.S.)
    • FRB-Philadelphia State Indexes

FISD (Fixed Income Securities Database) (Mergent)

  • comprehensive database of publicly-offered U.S. bonds that provides details on debt issues and issuers.
  • includes issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items.

I/B/E/S

  • provides both summary and individual analyst forecasts of international company earnings, cash flows, and other financial items (22 metrics) as well as buy-sell-hold recommendations.
  • forecast dates up to 2046.

 

Institutional(13f) Holdings (Thomson Reuters)

  • ownership information (common stock holdings and transactions) by institutional managers with > $100 million in assets under management, as reported in Form 13f.


Ivy DB OptionMetrics

  • 13 dataset groups that provide historical option price, underlying security information, implied volatility, and sensitivity information for the entire US listed index and equity options markets.


Mutual Fund Holdings (Thomson Reuters)

  • provides security holding information for all registered mutual funds that report their holdings with the SEC, plus 3,000 global funds. Reported securities include all NYSE/AMEX/NASDAQ, Toronto, and Montreal common stocks.


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.


Philadelphia Stock Exchange (PHLX)

  • currency options
  • implied volatility


TRACE - Trade Reporting and Compliance Engine

  • FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service, providing comprehensive, real-time access to corporate bond price information.
  • the information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume.
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