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Databases

Listing of Finance Department Databases for use by faculty and graduate students.

Availability of data is limited to Department of Finance faculty and graduate students. Please contact Professor Laura Field for further details.

CRSP Data Files

  • NYSE/AMEX Daily Master/Returns

  • NASDAQ Daily Master/Returns

  • NYSE Monthly Master/Returns

  • Government Bond File

Institute for the Study of Security Markets Data

  • NYSE/AMEX Transactions File, 1983-1992

  • NASDAQ Transactions File, 1990-1992

TAQ Data

  • NYSE/AMEX/NASDAQ Transactions File, 1993-Present

Paris Bourse

  • Transaction File, 1995-1998

London Stock Exchange

  • Transaction File 1996

Berkely Options Data Base

  • CBOE Transactions and Quotations, 1986-1995

Berkely Investment Technologies

  • Government Securities Research File

International Financial Statistics Tapes

  • Macroeconomic Data for 160 Countries, 1948-1990

Datastream International

  • Global Financial & Economic Data

Compustat Data

  • PC Plus

  • Full Coverage Industrial 48-Quarters

  • Primary - Supplementary - Tertiary Industrial Annual

  • Primary - Supplementary - Tertiary 48-Quarters

  • Industrial Annual Research

  • Industrial Quarterly Research

  • Active Company Back-Data Annual

  • Active Company Back-Data Quarterly

  • Back-Data Research Annual

  • Back-Data Research Quarterly

Securities and Exchange Commission Tapes

  • Registered Offering Statistics (ROS), 1978-1988

  • Ownership Reporting System (ORS), 1986-1990

Chicago Mercantile Exchange Data

  • S&P500 Futures Transaction Data, 1983-1991

Futures Industry Institute

  • Futures Daily Data

Tick Data

  • Intraday Futures Data

Standard & Poor's

  • Corporate Text (on CD-ROM)

Corporate SEC Filings (on microfiche)

  • 10K's, 10Q's, Annual Reports and Proxy Statements for NYSE listed firms, 1980-1996

Disclosure (on CD-ROM)

  • Disclosure Select

  • Compact Disclosure

  • Worldscope Disclosure

On Line Data Bases

  • Securities Data Corporation

  • Global

  • Bridge Data

  • Dow Jones News Retrieval

  • LEXIS/NEXIS