- We introduce a new software package for determining linkages between datasets without common identifiers. We apply these methods to three datasets commonly used in academic research on syndicated lending: Refinitiv LPC DealScan, the Shared National Credit Database, and S&P Global Market Intelligence Compustat.
- Must use Internet Explorer Company financials, earning estimates, market data and stock quotes, Venture Capital/Private Equity data, press releases, transaction data, corporate filings, and more.
NOTE: This list changes periodically. To get the full list of subscribed databases, login to WRDS. Avid ds v11.1.1 patch crack.
Bank Regulatory Pro tools 8 mac. Accounting data for bank holding companies, commercial banks, savings banks and savings and loans institutions.
Beta Suite Is a web-based tool allowing researchers to calculate BETA or stocks' loading on various risk factors in a a timely way.
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.
CBOE Indexes Chicago Board Options Exchange) Volatility Index. The Volatility Index is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
CENTRIS This is the only national database that continuously collects household information on the choice and use of voice, video, data, and electronic products and services.
COMPUSTATCapital IQ The principal contents of the data files are the items reported by companies in standard financial reports, such as quarterly and annual income statements, balance sheets, and cash flow statements. Both current and historical data are available.
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.
CBOE Indexes Chicago Board Options Exchange) Volatility Index. The Volatility Index is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
CENTRIS This is the only national database that continuously collects household information on the choice and use of voice, video, data, and electronic products and services.
COMPUSTATCapital IQ The principal contents of the data files are the items reported by companies in standard financial reports, such as quarterly and annual income statements, balance sheets, and cash flow statements. Both current and historical data are available.
DealScan database contains comprehensive historical information on loan pricing and contracts details, terms, and conditions. It contains basically loans. However In addition to loans data, it also provides contract information for high yield bonds, private placements and hybrid financial structures. May 01, 2019 Matching between DealScan and Worldscope is based on company names; due to differences in spelling, much of the matching is manual. Out of a total of 66,730 borrowers in the sample, we match 18,347 firms (by comparison, Bae and Goyal. Mar 25, 2020 DealScan database contains comprehensive historical information on loan pricing and contracts details, terms, and conditions. It contains basically loans. However In addition to loans data, it also provides contract information for high yield bonds.
Contributed Data Data sets in this area have been contributed by a variety of academics and other researchers. Some data sets may require a separate subscription. Topics range from Forced CEO Turnover, to Marginal Tax Rates to China Factors.
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.
DMEF Academic Data Buying history for 100,000 + customers of major catalog and non-profit businesses.
Dow Jones 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 The Dow 10, and The Dow 5. The Dow Jones Total Return Indexes are introduced by Dow Jones Indexes as part of the Dow Jones Total Market Index Series. The Total Return Indexes account for reinvested dividends. Data for the Total Return Indexes is available after 1987.
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.
DMEF Academic Data Buying history for 100,000 + customers of major catalog and non-profit businesses.
Dow Jones 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 The Dow 10, and The Dow 5. The Dow Jones Total Return Indexes are introduced by Dow Jones Indexes as part of the Dow Jones Total Market Index Series. The Total Return Indexes account for reinvested dividends. Data for the Total Return Indexes is available after 1987.
Efficient Fronter by WRDS Provides risk analysis information searchable by company. Data goes back to 1970.
Event Study by WRDS Widely used by researchers in finance, economics, accounting, law and other business disciplines to analyze the market reaction to firm specific and market-wide events using either returns or volume around the time the event occurred.
Fama French Liquidity Factors Fama-French Research Portfolios and Factors. The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors. Also covers the Pastor Stambaugh Liquidity Series and the Sadka Liquidity measures.
Fama French Liquidity Factors Fama-French Research Portfolios and Factors. The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors. Also covers the Pastor Stambaugh Liquidity Series and the Sadka Liquidity measures.
Federal Judicial Center Contains data on all federal, civil, criminal, and appellate court case information reported by the courts to the Administrative Office of the U.S. Courts (AOUSC), beginning in 1970.
Federal Reserve Bank 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.
Federal Reserve Bank 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.
Financial Ratios Suite by WRDS This is a web based engine that delivers over 70 pre-calculated financial ratios for all U.S. companies across 8 different categories (Valuation, Liquidity, Profitability, etc.) Both firm-level and industry-level ratios are available.
IHS Global Insight Offers the most comprehensive economic coverage of countries available from any source.
IHS Global Insight Offers the most comprehensive economic coverage of countries available from any source.
Mi pc suite for mac. Intraday Indicators by WRDS Contains daily stock market indicators obtained from NYSE TAQ data. Provides daily, by stock, volume, returns, Lee-Ready buy/sell/trade volume, variance ratios, LAMBDA, spreads, intraday volatility, value weighted average price, etc.
Dealscan Database Manual Pdf
Linking Suite by WRDS Allows users to easily download link tables between various heavily used databases on the WRDS platform.
Macro Finance Society Curates a list of datasets from several influential papers broadly in the area of macro finance.
MSRB (Municipal Securities Rulemaking Board) Collects and makes publicly available through its Electronic Municipal Market Access (EMMA).Te trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts.
OTC Markets Covers end-of-day pricing.
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.
Penn World Tables Provides national income type-accounts of variables converted to international prices. Allows vvalid comparisons of income between countries.
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.
Penn World Tables Provides national income type-accounts of variables converted to international prices. Allows vvalid comparisons of income between countries.
Peters and Taylor Total Q An improved Tobin's Q--replacement cost of total capital.
Public This is a variety of datasets from public sources, primarily from the SEC, BLS, healthcare agencies. Also covers New York City Taxi Trips!
Dealscan Database Manual 2017
Research Quotient 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, uniform, and reliable measure of a firm's R&D productivity.
SEC Order Execution Covers SEC-mandated Order of Execution statistics through 2005.
Dealscan Database Manual Download
Thomson Reuters Covers SDC New Issues and DealScan Lender Link Tables.
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.
Dealscan
WRDS Factors (Backtester) Provides researchers a centralized platform aggregating the commonly used equity signals for the U.S. market.
This project includes the rehabilitation of water and wastewater lines in the Southgate area, in the vicinity of Haines Drive, Glade Street, Dexter Drive, and Timm Drive. The sanitary sewer lines are in need of replacement due to an increase in service disruptions caused by deteriorating lines, shallow lines, and poor access to main. The water distribution lines are in need of replacement due to an increase in service disruptions caused by deteriorating lines and inadequate fire protection due to the existence of smaller lines within the respective area.