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Databases

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