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Databases

These databases are available free of charge to Finance faculty, Finance doctoral students and Dice Center Fellows.  The policy outlined in the Finance Department Data Policy applies to faculty and doctoral students from other Departments within Fisher and other Colleges at The Ohio State University. 

NOTE: Databases cannot be accessed by anyone outside of The Ohio State University.

The databases in "Past Databases" do not contain the latest available data. But they are still in use at the Department. You will find a short introduction, available subscription date, and links for further information.

 

Under SubscriptionPast Databases

Bullet Securities Data Company (SDC)

SDC enables users to access Securities Data Company's online databases of financial transactions. It lets users identify comparable transactions, monitor markets and industries, prospect for new business, and evaluate advisors.

Currently we only have two databases: Global New Issues and Mergers & Acquisitions.

Links

Bullet CRSP / Compustat

The Center for Research in Security Prices (CRSP) contains databases of standard and derived historical data for NYSE, AMEX and Nasdaq common stocks. It also contains US indices, US government bonds, and US mutual funds data.

The COMPUSTAT (North America) Database includes (quarterly and yearly) financial information of U.S. and Canadian public companies and indexes.

These are the data tapes stored in the UNIX system at the Fisher College. You can also retrieve the data through WRDS.

Links

Bullet Wharton Research Data Services (WRDS)

WRDS provides web-based data management services. Users can access to databases via web-browser, telnet, X-Windows, and Windows NT clients.

Currently we have full access to the databases at WRDS including the most-retrieved CRSP, Compustat, Dow Jones Averages, IBES, and TAQ. We have also subscribed to the CRSP/Compustat Merged database which provides more accurate links between CRSP and Compustat.

Links

Bullet Compact Disclosure / Worldscope

Compact Disclosure contains US company data while Worldscope contains foreign company data from financial statements, price/earnings, and managerial ownership. Worldscope is now Global Access owned by Thomson Financial.

Links

Bullet Datastream

Datastream contains data sets from both developed and emerging markets -- equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities, and derivatives.

Equity includes prices, volumes, market capitalization, earnings and dividend data for around 50,000 equities covering 64 developed and emerging markets with over 25 years of history for key developed markets.

Global equity indices cover 38 markets, 16 regions, 127 sectors spanning over 25 years of history.

Worldwide unit trust includes pricing and dividend coverage for 11 countries, including over 10,000 UK trusts.

International macroeconomics cover over 200,000 time series available with indicators for around 175 countries sourced from central banks, foreign exchange rates for over 63 currencies, 2,000 interest rates, 200,000 bonds from 32 markets, 19,000 warrants from over 50 markets, commodities covering 1,500 spot prices and major indices.

Links

Bullet The Trade and Quote Database (TAQ)

TAQ contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.

Links

Bullet Berkeley Options Database (BODB)

The Berkeley Options Data Base is a complete record of trading activity on the floor of the Chicago Board Options Exchange (CBOE). It contains every bid-ask quote and every trade recorded on the floor of that exchange, time-stamped to the nearest second. This database is discontinued.

Data available: January, 1987 -- December, 1995.

Bullet CDA Spectrum

Spectrum contains common stock holdings and transactions of institutional money managers.

Security Coverage: All NYSE, AMEX, Nasdaq, Toronto, and Montreal common stocks.

Owner/Portfolio Coverage: All managers filing 13F reports with the SEC.

Update Frequency: Quarterly.

Links

Bullet Emerging Markets Database (EMDB)

The Emerging Markets Data Base contains information and statistics on stock markets in developing countries. Using a sample of stocks in each market, EMDB calculate indices of stock market performance designed to serve as benchmarks for countries it covers.

Data available: (Monthly) 1976 ~, (Weekly) 1989 ~, (Daily) October 1995 ~.

Links

Bullet Warga Fixed Income Database

The Fixed Income Securities Database (FISD) for academia is a collection of publicly offered U.S. Corporate and Agency bond data. Produced by LJS Global Information Services, Inc., this fixed income database engine is used by Reuters/Telerate and Bridge/EJV. These vendors collectively account for 83% of trader screens.

Coverage: over 70,000 corporate, U.S. Agency, U.S. Treasury and supranational debt securities.

Links

Bullet TASS Hedge Funds Database

TASS Hedge Funds Data Base lists in excess of 2,000 funds and managers and serves as the foundation for the CSFB/Tremont Hedge Fund Index. It contains several key features such as investment strategy and style, assets, instruments, leverage, monthly performance, and market indices.

Links

Bullet Ownership Reporting System (ORS)

This tape contains all transactions by insiders subject to disclosure according to the Securities and Exchange Act of 1934. It is compiled by the Securities and Exchange Commission.

For more information, please check the following papers using this data set:

  • Seyhun (1988), Journal of Finance, Volume 43, Number 1, pages 129-141.
  • Seyhun (1988), Journal of Business, Volume 61, Number 1, pages 1-24.
  • Lee (1997), Journal of Finance, Volume 52, Number 4.

Bullet The Pacific-Basin Capital Markets Database (PACAP)

PACAP consists of historical capital markets data for 9 countries in the Pacific-Basin region. However, the Department only have Japan data available. It contains major firms' financial statements, daily exchange rate, key economic statistics, and market/stock returns. The files start from January 1, 1975.

Links