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Wharton Research Data Services (WRDS) Databases: Home

What is WRDS?

WRDS is a platform through which numerous business and economics databases can be accessed.  George Washington University subscribes to some of them.  A WRDS account is available, at no charge, to George Washington University faculty members, students, and staff.  In addition, George Washington University  faculty members may set up accounts for their classes at no charge.  An account is necessary to access the databases. In order to request an account, go to   

Databases Available through WRDS to Authorized George Washington University Users

Audit Analytics.    
Provides detailed research on over 150,000 active audits and more than 10,000 accounting firms, covering all SEC registrants.  

Bank Regulatory. 
Provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filed for supervising purposes. 

Provides standardized data for blockholders of 1,913 companies. for the period 1996-2001.  

Capital IQ Credit Ratings. (S&P)
Covers corporations, financial institutions, and insurance companies; sovereign, international public finance and government entities; and structured finance transactions 

CBOE Indexes.  
Provides the CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®) which is a measure of market expectations of near-term volatility.  

Provides a detailed financial data (but no text) on thousands of companies with publicly traded stock, world-wide.

CRSP (Center for Research in Security Prices). 
Provides security price return and volume data as well as stock indices, beta-based and cap-based portfolios, treasury bond and risk free rates, mutual funds information, and real estate data. 

The CUSIP Service Bureau, which is operated by Standard & Poor's for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media. 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. Click on Compustat Capital IQ and then on Identifiers. 


Datastream is a financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. WRDS contains a subset of the comprehensive data in Datastream Eikon. Click on the Thomson/Refinitiv link. Then scroll down to Datastream. There is a link to Datastream manuals in the filter column to the right.

Dealscan database  contains comprehensive historical information on loan pricing and contracts details, terms, and conditions.

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 are available through DMEF (Direct Marketing Education Foundation) to approved academic researchers for use within academic situations. Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics.  

Eventus performs 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.  WRDS has created several Eventus web queries that allow the user to execute different Eventus programs without the need of knowing the details about Eventus syntax. 

Fama-French & Liquidity Factors. 
The Fama-French Portfolios are constructed from the intersections of 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. Returns from these portfolios are used to construct the Fama-French Factors. Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth.  

Pastor-Stambaugh Liquidity (under Fama-French & Liquidity Factors). 
The Pastor-Stambaugh Liquidity series are described by L. Pastor and R. F. Stambaugh in “Liquidity risk and expected stock returns” (2003, Journal of Political Economy 111, 642-685). This set includes ‘non-traded’ and ‘traded’ liquidity factors, with the latter series derived from dividing common stocks (in the CRSP monthly stocks file data) into 10 groups based on each stock’s sensitivity to the ‘non-traded’ liquidity innovation factor (as described in the paper).

Sadka Liquidity  (under Fama-French & Liquidity Factors)
The Sadka Liquidity measures are described in R. Sadka in “Momentum and Post-Earnings- Announcement Drift Anomailes: The Role of Liquidity Risk” (Journal of Financial Economics 80, 309-349). The measures are non-traded, market-wide, undiversifiable risk factors. Price impact is separated into permanent (variable) and transitory (fixed) price effects. 

Foreign Exchange Rates (Federal Reserve Board’s H.10 Report) (under Federal Reserve Bank). 
Provides rates for over thirty world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$ and a few are also available in “inverted form” (e.g. $/pound).  

Interest Rates (Federal Reserve Board’s H. 15 Report) (under Federal Reserve Bank). 
Provides selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted.  

State Composite Indexes (under Federal Reserve Bank). 
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. For details and documentation on the development of the state indexes, see Theodore Crone, “Consistent Economic Indexes for the 50 States” Federal Reserve Bank of Philadelphia, Working Paper 02-7, May 2002.   .  

IBES Academic
Provides both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items. as well as buy-sell-hold recommendations.

IRJ (Information Resources, Inc.) Marketing Fact Book. 
Contains data on grocery store purchases from a representative sample of static qualifying U.S. panelist households to help make intelligent inferences for strategic planning and decision making. These purchases are continuously tracked across all UPC-coded brand-items in all categories.  

ISS (Institutional Shareholder Services, (formerly RiskMetrics). 
Contains corporate governance data. 

ISSM (Institute for the Study of Security Markets). 
Contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.  

KLD Research (now MSCI)
Provides information on corporate social responsibility.

OTC Markets. 
Provides end of day pricing for over the counter stocks. 

Option Metrics.  

Contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.  Also contains data related to SEC Regulation SHO per the terms of the SRO requirement to make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending 2007. (SROs are self-regulatory organizations in the securities industry, such as the NYSE, that create and enforce rules for its members based on the federal securities laws.)

Penn World Tables
The Penn World Tables 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. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002.

RavenPack Data
RavenPack analyzes unstructured content from thousands of publications to extract information on named entities and financially-relevant events in the public eye. Structured data is in a form that allows users to control for media effect and create research based on news and social media; over 16 years of historical data available timestamped to the millisecond. 


TRACE (Trade Reporting and Compliance Engine). 
The TRACE Historical Time and Sales data is available through WRDS. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume.  

Thomson-Reuters Institutional Holdings (13F) Database. 
Provides Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC. This database contains ownership information by institutional managers with $100 million or more in Assets Under Management (Section 13(f) Securities).  


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