Yale International Center for Finance
 
ICF HOME

ABOUT THE CENTER

RESEARCH AT THE ICF

NEWS

CALENDAR & RESOURCES


RESEARCH DATA

The International Center for Finance subscribes to a wide variety of databases and publications that are of use to scholars performing research on the financial markets. The data sources currently available at the ICF are listed below.

Comprehensive Databases:
  Wharton Research Data Services (WRDS)
  Center for Research in Security Prices (CRSP)
  COMPUSTAT
  Bloomberg
  Datastream
  Thomson Research
  Ibbotson Associates Analyzer
  Global Financial Data

Asset Pricing Databases:

Prices, Yields & Broker Estimates
  NYSE Trade and Quote Data (TAQ) (via WRDS)
  NADSAQ Trade and Quote Data (Nastraq) (via WRDS)
  Philadelphia Stock Exchange Data (via WRDS)
  World Stock Market Data
  PACAP Emerging Markets Database
  ISI Emerging Markets
  Emerging Markets Database
  Historical Yield Curve
  Hulbert Market-Timing Newsletter Database

Index Data
  Yale SOM Stock Market Confidence Indicies
  Dow Jones Averages (via WRDS)
  World Stock Market Indices
  Cowles Foundation Stock Index

Mutual Funds & Investor Account Data
  Morningstar Principia
  Mutual Fund Daily Returns
  Survey of Investor Attitudes
  Investor Account Database
  Fidelity Index Fund Accounts

Corporate Finance Databases:

  I/B/E/S (via WRDS)
  Thomson Financial Securities Data (TFSD) (via WRDS)
  Securities Data Corporation (SDC)
  S&P NetAdvantage
  OneSource Business Browser
  Reuters Business Insight
  Hoovers
  Investext Plus
  Stern Stewart EVA 1000
  FDIC Data (via WRDS)
  FDIC Data, 1920-1936
  BEA Industry Stock Capital Data Tape
  Associations Unlimited
  RUSCORP

Economic Indicators:

  Foreign Exchange Rates (via WRDS)
  OECD Economic Statistics
  SourceOECD
  International Financial Statistics (IMF)
  United Nations Statistics Division Common Database
  World Consumer Markets
  World Debt Tables
  World Development Indicators
  World Marketing Data and Statistics
  Statistical Universe (U.S. Government)
  STAT-USA (U.S. Commerce Department)
  MMII Michigan Macro-Economic Forecast Data
  Annual National Accounts
  Balance of Payment Statistics
  Balance of Payment Statistics Database & Browser
  Direction of Trade
  DRI
  EIU Country Data
  Global Development Finance
  International Finance Database
  National Income and Product Accounts
  Survey of Consumer Finances
  United States Historical Data on Bank Market Structure, 1896-1955
  The Conference Board (via WRDS)
  Country Political Indicators
  Opacity
  Freedom House Indicators

News and Periodicals:
  EBSCO Business Source Premier
  Factiva
  Lexis/Nexis Academic Universe

Historical Financial Data:
  Cowles Data
  Greenbacks
  Government Security Prices and Loans
  London Stock Exchange Project
  New York Stock Exchange Project
  Shanghai Stock Exchange Project
  St. Petersburg Stock Exchange Project

Other Financial Data:
  Global Real Estate Indicies
  Housing Price Indicies
  Art Auction Data
  EVENTUS Data
 
Contact the ICF    Yale SOM    Yale Economics Department    Yale University
Please send all comments and suggestions regarding this site to the Webmaster.
Copyright (c) 2007 Yale School of Management. All rights reserved.