Financial Data Resources

 

 

 

 

Fidelity Index Fund Accounts: Three years of accounts of all investors in Fidelity's main S&P index fund. For more information, please contact William Goetzman.

I/B/E/S: I/B/E/S provide both Global Summary and Individual forecast information as well as buy-sell-hold recommendations for companies globally, plus cash flow, dividend, and pre-tax profit forecasts. Available remotely via the WRDS.

Investor Account Database: Now the canonical database of investor account activity, it represents 100,000 account histories from a major discount broker. For more information, please contact Ravi Dhar.

MMII Michigan Macro-Economic Forecast Data: Historical time series of forecasts and realizations of macro-economic variables. For more information, please contact William Goetzman.


Stock Market Confidence Indexes: One-Year Condfidence Index; Buy-on-Dips Confidence Index; Crash Confidence Index; Valuation Confidence Index. These indexes have a span of nearly twelve years, and thus are the longest-running effort to measure investor confidence and related investor attitudes.

Survey of Consumer Finance 1983-present: The Survey of Consumer Finances (SCF) is a triennial survey of the balance sheet, pension, income, and other demographic characteristics of U.S. families. The survey also gathers information on the use of financial institutions. The links to the surveys provide summary results of the surveys, codebooks and related documentation, and the publicly available data. Also included here are the data and related information from the 1962 Survey of Financial Characteristics of Consumers and the 1963 Survey of Changes in Family Finances. These surveys are the most direct precursors of the SCF. Similar information on the 1983 and 1989 Surveys of Pension Providers is provided as well. Online analysis is not available, but the data may be downloaded. Available at all StatLab locations.

Survey of Investor Attitudes: In collaboration with Fumiko Kon-Ya and Yoshiro Tsutusi, Robert Shiller has been surveying investment managers about their attitudes towards the stock market; these results are updated every six months.

The Conference Board: The Conference Board's economic indicator package includes: Consumer Confidence, Business Cycle Indicators, Help-Wanted Advertising, and Business Executives Expectations. Available remotely via the WRDS.

 

 

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