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Wharton Research Data Services (WRDS) is a web-based business data research service, from The Wharton School at the University of Pennsylvania, used by over 290 institutions around the world.
WRDS provides researchers access to financial, economic, and marketing data through a uniform, web-based interface. This hosted data service has become the locus for quantitative data research and is recognized by the academic and financial research community around the world as the leading business intelligence tool.
Account types and eligibility:
Faculty may request a WRDS account - choose Dartmouth College from the list of institutions and choose "Faculty" as the account type. You will be emailed a username and password.
Currently-enrolled Ph.D., Masters, and Undergraduate students may request a WRDS account - choose Dartmouth College from the list of institutions and choose the appropriate account type. You will be emailed a username and password. Note: no summer access
Faculty may request accounts for use by students in a specific course. Access is for the term the course is taught and can accommodate up to 15 simultaneous users - choose Dartmouth College from the list of institutions, choose "Class" as the account type, and include the faculty member's name.
Research Assistant accounts are available to graduate and undergraduate students preforming research for a faculty member. Students may request a the account - choose Dartmouth College from the list of institutions, choose "Research Assistant" as the account type, and include the faculty supervisor information. The faculty member will be contacted for confirmation and you will be emailed a username and password.
Databases Available via WRDS
Amadeus (via WRDS)
Amadeus contains comprehensive information on around 21 million companies across Europe. You can use it to research individual companies, search for companies with specific profiles and for analysis.
Bank Regulatory (via WRDS)
Five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.
Beta Suite (via WRDS)
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.
Blockholders (via WRDS)
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.
BoardEx via WRDS
BoardEx contains extensive data on the boards of publicly listed and notable private companies from around the world. Profiles of directors, senior management, and disclosed earners with biographical info, educational background, prior employment, compensation, and more. Determine network connections between people. Discover details of board compositions and committees. Also includes details of companies - employees, capitalization, revenue, auditors, and more.
Bureau van Dijk (via WRDS)
Access to 2 datasets:
- Amadeus: financial database of European public and private company information.
- OSIRIS: database containing financial information on globally listed public companies, including banks and insurance firms from over 190 countries.
CBOE Indexes (via WRDS)
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.
COMPUSTAT - North America & Execucomp (via WRDS)
North America - U.S. and Canadian fundamental and market information on active and inactive publicly held companies. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items.
Execucomp - executive compensation data
COMPUSTAT Global (via WRDS)
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 annual data history from 1987, normalized to provide comparability across a wide variety of global accounting standards and practices.
CRSP (via WRDS)
The Center for Research in Security Prices (CRSP) 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 portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.
DMEF (via WRDS)
Direct Marketing Educational Foundation - Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses.
Dow Jones (via WRDS)
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. Daily & monthly historical data is available.
Eventus (via WRDS)
Event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.
FDIC (via WRDS)
The Federal Deposit Insurance Corporation (FDIC) datasets contains historical financial data for 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.
Fama-French Portfolios and Factors (via WRDS)
Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using, as proxy for value, the ratio of book equity to market equity (BE/ME). Returns from these portfolios are used to construct the Fama-French Factors.
Federal Reserve Bank (via WRDS)
Three databases collected from Federal Reserve Banks: Foreign Exchange Rates, Interest Rates, and FRB-Philadelphia State Indexes.
I/B/E/S (via WRDS)
I/B/E/S International Inc. created their Academic Research Program over 30 years ago to provide both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations. In 2000, I/B/E/S was integrated with Thomson Reuters / First Call, and in 2012 First Call was discontinued.
ISS Directors (via WRDS)
Institutional Shareholder Services Directors dataset includes the universe of S&P 1500 companies with a range of variables related to individual board directors (e.g., name, age, tenure, gender, committee memberships, primary employer and title, etc.). Coverage 1996 to date.
Mergent Fixed Income Securities Database (via WRDS)
Mergent Fixed Income Securities Database (FISD) is a comprehensive database of publicly offered U.S. bonds. FISD contains 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.
MFLinks (via WRDS)
The MFLINKS tables provide a reliable means to join CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the Thomson Reuters Mutual Fund Ownership data (formerly known as the CDA S12 data).
Morningstar CISDM (via WRDS)
A database of qualitative and quantitative information for more than 6,000 hedge funds, funds of funds and CTAs since 1994. The revised new database is a highly valued research tool across the hedge fund and CTA fields. In addition to current funds, the Morningstar CISDM Database includes a graveyard database of dead funds, which provides robust information for over 13,000 inactive hedge funds, funds of funds and CTAs.
MSCI ESG KLD STATS - Social Ratings (via WRDS)
An annual data set of positive and negative environmental, social, and governance (ESG) performance indicators applied to a universe of publicly traded companies. The data set was initiated in 1991, and is one of the longest continuous ESG data time series available.
OptionMetrics (via WRDS)
Comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.
OSIRIS (via WRDS)
Osiris has information on listed, and major unlisted/delisted, companies around the world. The information is very detailed and includes a lot more than financial reports. Different templates are used to show accounts in the correct formats for their company type and location. It covers around 80,000 companies. Access via WRDS.
PHLX (via WRDS)
Philadelphia Stock Exchange trades more than 2,800 stocks, 740 equity options, 12 sector index options and 100 currency pairs. Data on currency options and implied volatility.
Penn World Tables (via WRDS)
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.
Preqin Private Equity (via WRDS)
20+ years of private equity and venture capital data covering fund managers, funds, open funds, investors monitored, funds with performance, deals, and exits.
SEC Order Execution (via WRDS)
On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. 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, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads.
TRACE (via WRDS)
Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.
Thomson Reuters (via WRDS)
- Lipper Hedge Fund Database (TASS) : provides performance data back to 1990 on 7,500+ active hedge funds and funds of hedge funds and 11,000+ graveyard funds that have liquidated or stopped reporting.
- Institutional (13f) Holdings : provides institutional common stock holdings and transactions, as reported on form 13F filed with the SEC and contains ownership information by institutional managers with $100 million or more in assets under management (Section 13(f) Securities).
- Mutual Fund Holdings : 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.
- Insiders Data : captures all U.S. insider activity as reported on Forms 3, 4, 5, and 144 in line-by-line detail. In addition, a unique cleansing process is used by Thomson Reuters that adds value by making systematic interpretations on the accuracy of as-reported data and inserts cleansed fields for comparison. A cleanse code is also included to denote the overall level of confidence in each record. Additionally, the Insider Filing Data Feed includes performance calculations revealing which insiders prior trades have been most predictive of subsequent stock returns.