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Baylor University Libraries - WRDS datasets: WRDS Datasets

This guide contains a list and description of the WRDS datasets available to Baylor University faculty.

WRDS

WRDS (Wharton Research Data Services) provides Baylor University faculty and graduate students access to business/finance-related datasets.  The WRDS interface allows for the selection of multiple variables and download into formats such as Excel.  To use WRDS, users must have an account.  Please go to the listing for WRDS in the libraries' electronic resources and view the login instructions for more information on how to sign up for a WRDS account.

Datasets (alphabetically)

Audit Analytics 

AMADEUS (Bureau van Dijk)

Amadeus contains comprehensive information on around 21 million companies across Europe. You can use it to research individual companies, search for companies with specific profiles and for analysis. 

Bank Regulatory 

Beta Suite  

a powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way. The tool is designed with flexibly in mind, capable of handling monthly, weekly and daily rolling regression on common set of market risk factors.

Blockholders 

Contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001. The data cleaning procedure is explained in detail by Jennifer Dlugosz, Rudiger Fahlenbrach, Paul A. Gompers, and Andrew Metrick in their study "Large Blocks of Stocks: Prevalance, Size, and Measurement".

 

CBOE Indexes 
 
Compustat/Capital IQ 
 
CRSP 
 
Contributed Data

Databases in this section have been contributed to WRDS by various academic researchers and faculty. Note that some databases in this section may require a separate subscription in order to access the data; if so, this will be indicated on the query page.

 
 
DMEF Academic Data 
 
Dow Jones 

WRDS Efficient Frontier (Beta)

 

Event Study by WRDS This database is hidden to public vie 

A simulation model that measures the estimated impact on the value of a firm resulting from an event and provides visualization.
Eventus
Fama-French 
 
Federal Reserve Bank Reports 
Financial Ratios Suite by WRDS 
Delivers over 70 pre-calculated financial ratios for all U.S. companies across 8 different categories(Valuation, Liquidity, Profitability, etc.). Firm-level and industry-level ratios available.
I/B/E/S 
 
ISS (formerly RiskMetrics) 

Levin Associates

Levin Associates provides the most comprehensive data source devoted to Mergers and Acquisitions in Health Care.

 

Linking Suite by WRDS

The WRDS Linking Suite allows our users to easily download link table between various heavily used databases on WRDS platform:

  • Bond CRSP Link  allows users to directly link fixed income data at the individual bond level to the equity data from the CRSP database.

  • CRSP Compustat Link by CUSIP SAS code allows users to link CRSP PERMNO with COMPUSTAT GVKEY by CUSIP    

  • IBES CRSP Link provides the historical matching of IBES TICKER with CRSP PERMNO.

  • Compustat Customer Segment Company Names - GVKEY Link provides the missing link between abreviated Customer Segment (Supply Chain) Company Names to GVKEY. 
MSRB  
Municiple Securities Rulemaking Board data on transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities (states, counties, cities and special tax districts).
 
Macro Finance Society

The mission of the Macro Finance Society is to advance and disseminate high-quality research in Macro Finance, which is a broad area at the intersection of financial economics and macroeconomics. https://macrofinancesociety.org/

OTC Markets 

Closing quote, trade and security reference data for securities trading on the OTCOX, OTCQB and OTC Pink Marketplaces.
Penn World Tables 
 
Peters and Taylor Total Q
An improved Tobin’s q - replacement cost of intangible capital - by Ryan Peters (Tulane) and Lucian A. Taylor (Wharton)
 
PHLX 
Public 
Publicly available data from the Bureau of Labor Statistics, Bureau of Economic Analysis, and Agency for Healthcare Research and Quality.

Research Quotient

For Compustat firms, estimates of the precentage increase in revenue from a 1% increase in R&D. As the output elesticity of R&D, RQ offers a universal, uniform, and reliable measure of a firm's R&D productivity.

SAS Visual Analytics

Provides a complete platform for analytics visualization, enabling users to identify patterns and relationships in data that weren’t initially evident. Interactive, self-service business intelligence and reporting capabilities are combined with out-of-the-box advanced analytics so everyone can discover insights from any size and type of data, including text.

 

SEC Disclosure of Order Execution 

TRACE 

World Indices by WRDS

Country total return indices (with dividends). 40+ countries. Daily and monthly frequencies.

On Trial

The following databases are on trial and can be access through your WRDS account:

2iQ Trial

American Hospital Association Trial

BoardEx Trial

Calcbench Trial

Clarivate Analytics Trial

Compustat - Capital IQ Trial

ETF Global Trial

Eurekahedge Trial

Factset Trial

FTSE/Russell Trial

GSIOnline Trial

Hedge Fund Research (HFR) Trial

IMS – SK&A Trial

Infogroup Trial

Institutional Shareholder Services (ISS) Trial

ktMINE Trial

Levin Trial

Markit Trial

Option Metrics Trial

ProPublica Trial

RavenPack News Analytics Trial

RepRisk Trial

Sustainalytics Trial

Toyo Keizai Trial

WRDS SEC Analytics Suite Trial

Zacks Trial

Subject Guide

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