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| Library | Descriptions |
|---|---|
| Bank Regulatory | 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. |
| bank.all | Bank Regulatory Database |
| Blockholders | 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. |
| block.all | Blockholders Database |
| 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. |
| cboe.all | |
| COMPUSTAT North Americas | COMPUSTAT (from Standard & Poor's) 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. |
| comp.backdata | Company Financials Backdata (Base Product: Industrial, Segments +) |
| comp.bank | Bank |
| comp.full | Company Financials (Base Product: Industrial, Segments +)Price, Dividends, Earnings-- Active Equities (Active, Inactive Equities)Segments -- Inactive Companies (research file) |
| comp.segbackdata | Segments Backdata |
| comp.segresearchbackdata | Segments Backdata -- Inactive Companies (research file)s |
| compq.all | Compustat Full -- Quarterly Update Version |
| CRSP | The Center for Research in Security Prices maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases. |
| crsp.dailystocks | Daily Stocks |
| crsp.monthlybonds | Monthly Bonds |
| crsp.monthlystocks | Monthly Stocks |
| CUSIP Master File | |
| cusip.all | CUSIP Masters |
| DMEF | 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. |
| dmef.all | Direct Marketing Educational Foundation |
| Dow Jones | 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. |
| djones.all | Dow Jones Averages & Total Return Indexes |
| Fama French, Momentum, and Liquidity | Web queries for the Fama-French factors and portfolios, momentum factors, as well as Pastor-Stambaugh Liquidity Factors. |
| ff.all | Fama-French portfolios and factors |
| FDIC | 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. |
| fdic.all | FDIC Call Report |
| 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. |
| frb.all | Foreign Exchange Rates, Interest Rates, and State Composite Indexes |
| First Call | The First Call Historical Database, or FCHD, is a history of First Call's Real Time Earnings Estimates. FCHD sets a new standard for quality and timeliness of historic earnings forecast data. |
| fc.all | First Call Historical Database |
| Global Insight | Global Insight databases provide data on national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment - among other national level categories. As well, they provide data on the IMF series and the OECD series. |
| ginsight.basicannual | Basic Economics -- Annual Time Series |
| ginsight.basicmonthly | Basic Economics -- Monthly Time Series |
| ginsight.basicquarterly | Basic Economics -- Quarterly Time Series |
| I/B/E/S | The Institutional Brokers Estimates System provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations. |
| ibes.all | IBES Forecasts, Recommendations & Actuals-- Individual and Summary |
| IRI | Information Resources, Inc. (IRI) is the leader in providing point-of-sale information from more than 11,300 grocery stores, as well as some 7,500 drug stores. |
| iri.all | IRI Marketing Fact Book |
| NYSE TAQ | 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.s |
| taq.1993 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1993 |
| taq.1994 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1994 |
| taq.1995 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1995 |
| taq.1996 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1996 |
| taq.1997 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1997 |
| taq.1998 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1998 |
| taq.1999 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1999 |
| taq.2001 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 2001 |
| taq.2002 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 2002 |
| taq.2003 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 2003 |
| taq.2005 | Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 2005 |
| taq.regsho2006 | NYSE Short Sales 2006 |
| 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. |
| pwt.all | The Penn World Tables Database |
| PHLX | 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. |
| phlx.all | Currency Options and Implied Volatility |
| SEC Disclosure of Order Execution | 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 |
| doe.all | Disclosure of Order Execution Statistics |
| TRACE | 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. |
| trace.all |
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