Wharton Research Data Service - WRDS
Connections:- WRDS -
Personal registration required for staff and postgraduate students. Undergraduates see below for more information.
- CRSP & Compustat are also available to registered MBS postgraduate students and academic staff on stand-alone PCs in the Eddie Davies Library.
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About Wharton Research Data Service - WRDS
WRDS provides access to important databases in the fields of finance, accounting, banking and stock market data.
The University of Manchester Library subscribes to the following:
- Bureau van Dijk
- Amadeus
- China Securities Market & Accounting Research (CSMAR)
- China Stock Market Series
- China Corporate Research Series
- China Bond Market Series
- COMPUSTAT North America
- Company Financials Backdata
- Bank
- Company Financials
- Segments Backdata
- Segments Backdata - Inactive Companies
*Also available to registered Manchester Business School postgraduate students and academic staff on stand-alone PCs in the Eddie Davies Library.
- CRSP
- CRSP/Compustat Merged
- Daily Bonds
- Daily Stocks
- Indices NYSE, AMEX, NASDAQ & S&P
- Monthly Bonds
- Monthly Stocks
*Also available to registered Manchester Business School postgraduate students and academic staff on stand-alone PCs in the Eddie Davies Library.
- CUSIP Master File
- ISSM (Institute for the Study of Security Markets)
The database 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. - NYSE TAQ (New York Stock Exchange Trade and Quote database 2003)
The Trade and Quote database 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 Small Cap issues. - OptionMetrics
Ivy DB OptionMetrics is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Encompassing more than six years of data, Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities and option sensitivities. - RiskMetrics
RiskMetrics (formerly IRRC) provides corporate governance data for US companies, including governance, directors, voting results and shareholder proposal data. The database mainly covers from 1997, and companies in the S&P 1500 index. - Thomson Financial
The following datasets are also available:
- Bank Regulatory
- Blockholders
- CBOE Indexes
- DMEF - Direct Marketing Educational Foundation
- Dow Jones
- FDIC
- Fama, French, Momentum, and Liquidity
- Federal Reserve Bank Reports
- Penn World Tables
- PHLX
- SEC Disclosure of Order Execution
- TRACE
Access to Wharton Research Data Service - WRDS
WRDS -
Personal registration required for staff and postgraduate students. Undergraduates see below for more information.
Members of staff and postgraduate students can obtain a personal username and password to access the service. To do this connect to the service, select 'Register' and fill in the required information. An email will be sent in order to complete registration.
For undergraduate students, a member of staff can use the same registration process to obtain group usernames and passwords for their students.
