CRSP (Center for Research in Security Prices)
CRSP provides security price, return, and volume data for the US stock markets dating back to 1925. Additionally, the data files include CRSP/Compustat Merged Database and US mutual fund data.
WRDS (Wharton Research Data Services)
Subject:
Financial markets:
- Stock markets,
- Interest rates,
- Bonds and fixed income
Company data:
- Financial statements
Keywords:
bonds, short sales, risk factors, interest rates
Accessible to:
Aalto users, Aalto Students & Staff
Attention:
External account registration required; data reuse must comply with the WRDS Terms of Use.
Data source type
Third party data through data vendor
License
Academic and non-commercial research purposes only
Analysis unit
Company
Geographical coverage
Global
Time period coverage
Depends on dataset
Frequency
Other
Format
Various formats
Description
WRDS is a web-based research platform offering access to a wide variety of business and finance related datasets. Datasets can be queried and downloaded through a common interface.
Accessing particular third-party datasets through WRDS typically requires a separate Aalto-wide subscription with these third-party data vendors. Therefore, not all datasets on the platform will be available to Aalto users.
The most important datasets available through WRDS are CRSP and Compustat, containing market data and fundamental data on publicly listed U.S. companies. See "Related data sources" below for a list of subscribed datasets available through WRDS. WRDS offers some datasets that are available without additional subscriptions and mainly consist of publicly available data. These include:
- Federal Reserve Board Foreign Exchange Rates
- Interest Rates
- State Composite Indexes
- FINRA TRACE bond transactions
- Fama-French portfolios
- factors EU Short Sales
Distributor
Wharton Research Data Services (WRDS)
Acknowledgement
The WRDS subscription is financed by the Department of Finance at Aalto University School of Business.
Cite as
Wharton Research Data Services. "WRDS" wrds.wharton.upenn.edu, accessed YYYY-MM-DD.
WRDS Terms of Use requiers users to acknowledge them in publications and communication by stating the following:
'Wharton Research Data Services (WRDS) was used in preparing [identify research piece]. This service and the data available thereon constitute valuable intellectual property and trade secrets of WRDS and/or its third-party suppliers.'
Contact
Access to WRDS is managed by Nikolas Breitkopf, contact via [email protected]
Related data sources
Compustat
Compustat North America provides annual and quarterly fundamentals (accounting statement information) for public companies in the US and Canada. Additional Compustat data files include bank fundamentals, historical business segment data and executive compensation (Execucomp).
I/B/E/S Estimates (IBES)
I/B/E/S (IBES) provides forecasts by financial analysts for company earnings, cash flows, dividends, and other important financial items, price targets and buy-sell-hold recommendations.
Thomson/Refinitiv Holdings
The Thomson/Refinitiv Holdings database contains detailed information on institutional stock holdings and mutual fund ownership in the United States at the stock level.