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Business Databases

Business Databases

All Tulane library resources are licensed for academic purposes only. Using these resources for commercial purposes is strictly prohibited.  Off-campus access is available only to current Tulane students, faculty, and staff.  Tulane Library users are responsible for compliance with this policy. The complete policy on resource use is available here: Proper Use of Turchin Library's Licensed Databases.

Wharton Research Data Services (WRDS)

WRDS Databases

Tulane subscribes to the following databases in WRDS:

Audit Analytics Audit + Compliance: Tracks all SEC registrants, including 1200 accounting firms and 15,000 publicly registered companies. Individual datasets are updated daily and include a wide range of compliance data. 

Audit Analytics Corporate + Legal: Dataset collects daily legal records and correspondence from corporations, advisors, and regulators about actions and disclosures. 

Bank Regulatory Database:  Includes databases indexing records from bank filings with the federal government. Four databases cover Commercial Banks, Bank Holding Companies, FDIC/ OTS Deposits, and a Research Information System database.  

Beta Suite by WRDS: A web-based tool used to calculate stocks’ loading on various risk factors. Use flexible monthly, weekly, and daily rolling regression on a common set of market risk factors.

Blockholders Database: Dataset cleans and standardizes data for blockholders of 1,913 companies. Over thirty variables covering company info and blockholder data are available. 

BoardEx: Contains North American datasets of info on individual profiles, organization summaries, networks/ associations, compensation analysis, committee details, company profiles, and announcements.

Bureau van Dijk Amadeus: Dataset focuses on European and private company. Includes: company info, financial strength indicators, and stock prices. Dataset covers approximately 21 million companies and is subdivided according to company size.

CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®): A key measure of market expectations of near-term, 30-day, volatility conveyed by S&P 500 stock index option prices. Also includes volatility “skew” using a wider range of strike prices.

Compustat-Capital IQ (Compustat-Capital IQ from Standard and Poor’s): Includes financial, statistical, and market info on active and inactive publicly-traded companies worldwide. Datasets split into North America Data and Global Data.

CRSP (The Center for Research in Security Prices): Contains annual CRSP datasets on Indexes and Stocks, as well as quarterly data on Mutual Funds. 

DMEF Academic Data: Includes four datasets: multi-division, non-profit, reproduction, and specialty. Each of these provides anonymized buying history for 100,000 customers by business type with ZIP codes. 

Efficient Frontier by WRDS: Provides risk analysis information searchable by company. Available data begins in 1970. 
Event Study by WRDS: Contains sources for creating instant visualizations of the effects of events. Track M&As, new capital issues, and announcements of macroeconomic variables such as trade deficits or unemployment levels. 

Eventus Software: Event study platform using data read directly from CRSP stock databases or from pre-extracted sources. Daily and monthly databases include: Basic and Volume Event Study, Cross-Sectional, Event Parameters Approach, and Eventus Alternative for "Calendar-time Portfolios".   

External Data Sources - A curated and inexhaustive list of external data outside of WRDS. WRDS does not support data from any of these sources, but offers this list as a helpful resource for researchers.

Factors by WRDS - Using Backtester you can design and test your own investment strategies. You will be able to control different parameters of your backtests, including start and end dates, number of securities per portfolio, investment style, weights, and rebalancing frequency.

Fama-French Portfolios and Factors: The Fama-French portfolios contain asset pricing models from 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. Two liquidity risk datasets are also available. 

Federal Reserve Bank Reports: These reports contain two databases from Federal Reserve Banks – the Foreign Exchange Rates (FX) and Interest Rates (WRDS RATES). 

Financial Ratios Suite by WRDS:  Offers 70+ pre-calculated financial ratios for U.S. companies on firm and industry levels across categories like Capitalization, Efficiency, Financial Soundness/ Solvency, Liquidity, Profitability, and Valuation.  

Historical SPDJI - Largest global resource for essential index-based concepts, data, and research.

IBES (I/B/E/S from Thomson Reuters): Large database containing Detail History of forecast changes, Summary History of historical company data, Unadjusted Detail, Recommendations by Thomson Reuters analysts, and Information on currency rates. 

Intraday Indicators by WRDS: Contains intraday information from the NYSE using TAQ data. Analyze individual stocks by variables such as volume before opening, during trading, and after closing; returns during market hours; spreads; and intraday volatility. 

IRI (Information Resources, Inc.): Contains IRI’s consumer dynamics data, including info from over 11,300 grocery stores and 7,500 drug stores.
ISSM (The Institute for the Study of Security Markets): Contains tick-by-tick data from the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Query by bid price and size, sale condition codes, and originating and present exchanges. 

ISS - Data from Institutional Shareholder Services (ISS). Find historical governance, directors, voting results and analytics, and Shareholder Proposal data. 

Linking Suite by WRDS: Use WRDS’s Linking Suite to easily download link tables between various other WRDS platforms. Linking tools include: Bond CRSP Link, CRSP Compustat Link by CUSIP, IBES CRSP Link, Option Metrics CRSP Link, and TAQ CRSP Link. 

Macro Finance Society - The Macro Finance Society curates a list of datasets from several influential papers broadly in the area of macro-finance.

MFLINKS (Mutual Fund Links): Contains linking tools for CRSP Mutual Fund (MFDB) data covering performance, expenses, and info related to equity holdings data in Thomson Reuters Mutual Fund Ownership data. Search for particular funds or fund groups by date. 

MSRB (Municipal Securities Rulemaking Board): Contains data collected by the MSRB from their Electronic Municipal Market Access Database, representing municipal securities transactions by investors and dealers. 

OptionMetrics: Contains historical options research data ideal for analyzing market movement before M&A’s, exploring relationships between option prices and daily stock return serial correlation, and investigating insider trading. Updated quarterly.  

Option Suite by WRDS: Contains option and equity level indicators derived from underlying option pricing data. Datasets include US Stock Level Output and US Daily Level Output. 

OTC Markets: Contains a comprehensive record of closing quote, trade, and security reference data for the ten thousand securities trading on the OTCQX, OTCQB, and OTC Pink Marketplaces. 

Penn World Tables: Provides national income accounts-type of variables converted to international prices. Use this tool to create valid comparisons among countries. Data begins in 1950.

Peters and Taylor Total Q: Total q is an improved Tobin’s q proxy that includes intangible capital in the denominator, such as in the replacement cost of firms’ capital. Search data is available from 1950 through 2015. Peters and Taylor’s paper is available in the WRDS Overview section. 

PHLX (Philadelphia Stock Exchange): Analyze the trade of the more than 2,800 stocks, 740 equity options, and 100 currency pairs exchanged on the PHLX. Both Currency Options and the Implied Volatility datasets include info from 1983 through 1997 and are no longer updated.    

Preqin: Private market data sets. Private equity data and venture capital deal details

Public: Contains public data covering numerous areas, including healthcare data, BLS monthly time series data, and annual and quarterly data from the Bureau of Economic Analysis. Other info includes NYC Yellow Taxi trip info.

Research Quotient (RQ): Measure the output elasticity of R&D by locating the research quotient. Use this dataset to measure a firm’s R&D productivity.  

SEC Order Execution (SEC-mandated Disclosure of Order Execution Statistics): Contains records of the order executions mandated by the SEC since November 2000. Data includes info on quality of executions on a stock-by-stock basis. 

TAQ: Large database of NYSE trades and quotes for all securities listed on NYSE, AMEX, NMS, and SmallCap, as well as Arca. Contains a monthly product of consolidated quotes and trades, as well as NYSE short sells. 

Thomson/ Refinitiv: Contains Thomson Reuters/ Refinitiv datasets on Mutual Fund Holdings, Institutional Managers (13f) Holdings, WRDS–Reuters DealScan, and a Tools dataset for stock ownership info filed with the SEC. 

TRACE (OTC Corporate Bond and Agency Debt Bond Transaction Data): Contains FINRA data on Bond Trading, Master Files of corporate and agency debt, and TRACE Enhanced, a dataset of bond trade info.  

US Patents by WRDS: Package contains patent data for finance and accounting research. Current data ranges from 2011-2019.

WRDS World Indices: Contains daily and monthly indices on 39 countries, as well as a securities profile of WRDS World Index Constituents

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