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Databases


Access to some of these databases is limited to the Department of Finance faculty and graduate students. Please contact
for further details.

Rogers Family Trading Room

  • FactSet: Financial statement and price data, ShareRepellent dataset, Lionshares Institutional Ownership data, Mergerstat, Transcripts of conference calls and more.
  • Bloomberg: News plus both Historical and Current pricing for Equity, Fixed Income, Commodity, and FX.
  • Morningstar: Mutual Fund and Hedge Fund performance and holdings data
  • TradeStation: Real time and historical market price data for US, German, and Eurex stocks, Forex data, futures, and options.
  • Thomson Reuters Eikon (includes Datastream and modules from Thomson One Banker): Covers historical U.S. and international stock index data, exchange rates, interest rates, warrant and commodity data, economic data, bonds, equities, company accounts.  Eikon also provides real time market data and the Ownerships, Estimates, and Financials modules from Thomson One Banker.

WRDS

  • AuditAnalytics: Provides detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies, including audit details and fees paid for specific services
  • Bank Regulatory: Provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions
    • Commercial Bank: Contains data of all banks filing the Report of Condition and Income (named “Call Report”) that are regulated by the Federal Reserve System, Federal Deposit Insurance Corporation (FDIC), and the Comptroller of the Currency.
    • Bank Holding Company: Financial data from bank holding companies included in the FRY-9 reports.
    • FDIC/OTS Deposit: Deposit data on each office of every FDIC-insured bank and savings association.
    • Merger Description: Provides acquisition/merger data and other useful records about circumstances under which a financial institution ceased to exist.
    • Research Information System: Financial data and history of all entities filing the Call Report and some savings institutions filing the OTS Thrift Financial Report (TFR).
  • Blockholders: This dataset contains standardized data for blockholders of 1,913 companies.
  • CBOE Indexes: This volatility measure is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices
  • COMPUSTAT: Database of U.S. and Canadian fundamentals and market information on active and inactive publicly held companies.
  • Execucomp: Executive compensation data in addition to detailed breakouts of compensation data under the pre-2006 reporting rules.  Annual data from 1992 for top 5 executives, including stock and options grants as well as pension data. Coverage is much smaller than the COMPUSTAT annual financials file and is limited to about the top 1,500 firms.
  • CRSP: Stock and mutual fund prices and returns.
  • CUSIP: The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.
  • DMEF Academic Data: 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: 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.
  • Eventus: performs event studies using data read directly from CRSP stock databases or pre-extracted from any source.
  • FDIC: 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.  These files include details on structure and merger history, financial time series and ratios, plus complex derived integers data.
  • Fama French & Liquidity Factors: ME, BE/ME factors of F-F, as well as the Pastor-Stambaugh Liquidity series and the Sadka Liquidity measure.  FF measures available on daily and monthly basis (also available on Ken French's webpage).
  • Federal Reserve Bank
    • ForEx: Based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar
    • Interest Rates: Based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments.
    • State Indices: A set of coincident indexes for the 50 states has been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident index methodology developed by James Stock and Mark Watson.
  • I/B/E/S: Summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations.
  • ISSM: Tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992.
  • ISS
    • Directors Data: includes a range of variables related to individual board directors (e.g., name, age, tenure, gender, committee memberships, independence classification, primary employer and title, number of other public company boards serving on, shares owned, etc.).
    • Corporate Takeover Defenses: database provides information on takeover defense and other corporate governance provisions for major US firms. It also includes state takeover laws.
  • PHLX: Information regarding the Philadelphia Stock Exchange and the more than 2,800 stocks, 740 equity options, 12 sector index options and 100 currency pairs traded therein.
  • Penn World Tables: The Penn World Tables provides national income accounts-type of variables converted to international prices.
  • SEC Order Execution: Data for 2000-2005 on 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: Trade Reporting and Compliance Engine is an over-the-counter (OTC) corporate bond market real-time price dissemination service.  TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. Information covers 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.
  • Thomson Reuters Insiders Filing Data: U.S. insider activity as reported on Forms 3, 4, 5, and 144 in line-by-line detail.
  • Thomson Reuters DealScan: Leading source for information on the global syndicated bank loan market. It provides users with access to Thomson Reuters LPC’s robust database of detailed terms and conditions on over 240,000 loan transactions. Dealscan sources include regulatory filings, bank submissions and journalist contributions, and it is considered the premier loan market deals database.
  • Thomson Reuters 13F: Provides Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC. This information is at a "manager" level, not fund level, and covers holdings information for all institutional managers with $100M or more in Assets Under Management.

Other

  • BoardEx: Holds in-depth profiles of over 400,000 of the world's business leaders and shows the relationships between and among these business people
  • Thomson One Banker (can be accessed via web page or Eikon program):
    • Deals module: detailed information on new issues, mergers and acquisitions, syndicated loans
    • Private Equity module: SDC VentureXpert - provides comprehensive information covering venture, buyouts, private equity funds, firms, executives, portfolio companies and limited partners around the world.
  • WorldScope (available via Datastream): Detailed financial statement data and profile data on public companies domiciled outside of the United States of America. It also contains complete coverage of US companies filing with the Securities Exchange Commission, with the exception of closed end investment companies.
  • Raven Pack: Provides real-time news analysis services.  Fast and accurate for analyzing unstructured content.  Useful for incorporating public information.  Services include News Analytics and RavenPack Labs (which derives quantitative factors from news items).
  • HFR (Hedge Fund Research) : Hedge Fund data, including holdings, administrative, ROR and AUM details for over 7000 funds
  • BarclayHedge (Global and Graveyard): Data on Hedge Funds, Funds of funds, and CTAs.  Monthly returns, holdings, performance, assets, and fees data
  • LIPPER TASS Hedge fund database: Data on the performance and fees for hedge funds and funds of hedge funds.

Institute for Real Estate Studies

  • CRSP/Ziman REIT: Prices returns on other data for REITs and REIT indices
  • Home Mortgage Disclosure Act (HMDA) : Federally collected information on mortgage applications from all lenders (accept/reject decision)
  • New Century Mortgage Data: Subprime mortgages (origination and performance) originated and/or serviced by bankrupt New Century
  • SNL REIT Datasource: Financial data on REITs
  • Freddie Mac Single Family Loan-Level Dataset: Loan performance data on 15.7 million mortgages originated between 1999 and 2011.
  • BlackBox (BBX): BBx Data® provides detailed information regarding the characteristics at origination and the historical performance of loans underlying residential mortgage-backed securities in both the agency and non-agency markets.

Selected Penn State Schreyer Business Library Data Sources

  • ABI/Inform: This database (part of ProQuest) provides online access to articles from the Wall Street Journal as well as from leading business periodicals.
  • Best’s Library Center: A database for research on insurance companies. Includes Best’s Insurance Reports on Property/Casualty and Life/Health companies in the U.S. and Canada.
  • Capital Changes Reporter: Provides the facts and figures to compute a security holder’s gain or loss from capital changes. Covers federal tax consequences of capital changes for more than 58,000 corporations and organizations resulting from stock dividends, stock splits, reorganizations, exchanges, rights and other changes in capital structure in a database that spans over 100 years.
  • CCH IntelliConnect (Tax Research Network): This database provides state and federal taxation information.
  • Deal Pipeline: Provides news and comments from analysts on mergers and acquisitions, IPOs, financings, and bankruptcies.
  • Factiva: Search tool for leading business and news publications, including the Wall Street Journal, Barron’s, and The New York Times. Also includes company financials, industry snapshots, and stock quotes.
  • IBISWorld: This database contains over 700 full-text industry reports.
  • Mergent Online: a subscription-based service offering information on 15,000 U.S. public companies and 30,000 non-U.S. Public companies
  • Mintel: This database provides the full-text of market research reports for the U.S. and European consumer markets.
  • Thomson ONE Banker (Investext): Contains research reports written by analysts at over 1,000 investment banks, brokerage houses, and consulting groups worldwide.