Financial Data Resources

 

 

 

 

Bloomberg: The BLOOMBERG includes delayed exchange feeds from the world's exchanges, currency feeds from top inter-bank trading floors, dozens of different news wires, and descriptive information, research and financial statistics on over 52,000 ?companies worldwide. Covers global securities markets, including equities, money markets, currencies, municipals, corporate/Euro/Sovereign bonds, commodities, mortgage-backed securities, derivative products and governments. BLOOMBERG Business News covers companies, industries and markets with over 3,000 stories/day. Available at the Social Science Library and in room A39 at SOM.

Compustat: Compustat Research Insight (RI) consists of two databases: 1. Compustat North America and 2.Compustat Global (formerly Global Vantage).North America ?ontains 20 years of annual, 12 years of quarterly, 7 years of business and geographic segment, and 240 months of stock prices and dividend data. Financial and market data of over 10,300 U.S. and Canadian companies are available, along with the data from over 7,600 inactive companies that no longer file with the SEC due to a merger,liquidation, bankruptcy, etc. Global ?ontains detailed information about companies, indices, and currencies from across the globe. In addition, it contains more than 9,000 industrial and financial services companies representing over 65 countries, market data including over 80 local market indexes, and over 70 currencies. With Research Insight as the interface program and Compustat or Global Vantage, as the database, users can generate reports/charts that are useful in analyzing a company's profitability, risk, and growth possibilities. Available at all StatLab locations and remotely via the WRDS.

Cowles Foundation Stock Index: Annual Data on US Stock Market: Prices, Dividends, Earnings, 1871-present with Associated Interest Rate, Price Level and Consumption Data.

CRSP: CRSP creates and maintains premier historical US databases for stock (Nasdaq, AMEX, NYSE), indices, bond, and mutual fund securities. Standard Subscription Product include CRSP US Stock Databases; CRSP US Indices Database ; CRSP/COMPUSTAT Merged Database (CCM) ; CRSP Survivor Bias-Free US Mutual Fund Database; CRSP US Treasury Databases. Available at all StatLab locations and remotely via SOM network and the WRDS.

Datastream: Datastream is a worldwide financial information service that covers all aspects of the securities industry. Data are included on stocks, bonds, indices and other financial vehicles such as options, convertibles, warrants and swaps. DATASTREAM Equity Research and DATASTREAM Bond Research provide next day and historical coverage of over 30,000 equities and 70,000+ bonds. Extensive worldwide economic data from governments and international organizations such as the IMF and OECD also are included. Information can be displayed and analyzed statistically against user-defined criteria and downloaded to a spreadsheet. Available at the Social Science Library on machine #9.

Dow Jones Averages: The Dow Jones Averages are comprised of The Dow Jones Industrial Average (DJIA), The Dow Jones Transportation Average (DJTA) and The Dow Jones Utility Average (DJUA). Currently there are 30 stocks in the Dow Jones Industral Average, which represents about one-fifth of the value of all U.S. stocks. The Dow Jones Transportation Average includes 20 stocks, and there are 15 stocks in The Dow Jones Utility Average. Available remotely via the WRDS.

Ibbotson Associates Analyser: A comprehensive source of current and historical data for all the worlds debt and equity markets -- aggregated indices. Available on the Citrix server .

Nastraq: The Nasdaq Trade and Quote Data (NASTRAQ) contains all trades and quotes for all Nasdaq stocks. Available remotely via the WRDS.

NYSE Historical data: Prices and dividends for Individual stocks listed in NYSE: 1815-1925, individual dividend data over the period 1825 to 1870, and the NYSE stock indices: 1815-1925.

NYSE TAQ: The Trade and Quote (TAQ) 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 SmallCap issues. Available remotely via the WRDS.

PACAP Emerging Markets Database: The PACAP Research Center creates, maintains, and distributes comprehensive, computerized databases which track capital markets data for eight Pacific-Basin countries on a continuous and systematic basis. PACAP Databases contain extensive information on all listed companies from each country's major stock exchange including: daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics. A common format is applied to all countries for ease of comparison. Consequently, the PACAP Databases are an extremely valuable source of information for academic research, teaching, portfolio management, and capital market development. Available via the WRDS.

PHLX: The PHLX trades more than 2,800 stocks, 740 equity options, 12 sector index options, and 100 currency pairs. Available remotely via the WRDS.

Securities Data Corporation Databases: ICF is currently subscribed to the New Issues database, and the Domestic and International Mergers and Acquisitions. Arturo Bris has the software needed for installation, as well as the passwords .

The Investors Monthly Manual: The Investors Monthly Manual, a record of The London Exchange, exists in hard copy for the period from 1871 to 1930. It records prices, dividends and capitalization, as well as other potentially useful information.

World Stock Market indices: World stock market indices from 1921 drawn from Yale library sources. Available to ICF fellows on request. For more information, please contact William Goetzmann.

World Stock Market Data: A large dataset contains price and market value information of individual stocks from 1990 to 2001 in 45 international stock markets. For more informaiton, please contact Arturo Bris.

WRDS: Wharton Research Data Services, or WRDS, is a comprehensive web-based data management system that allows faculty and students to easily retrieve information from a wide variety of financial, economic, and marketing data sources. WRDS is best known for its holdings of historical financial data from CRSP and COMPUSTAT. This data covers over 30,000 companies and includes security prices and trading volume, income and balance sheet items, and analyst projections for earnings and sales. WRDS also contains stock market indices, bond prices and interest rates, mutual fund and stock ownership information, options data, and a wide array of macroeconomic time series. International data, marketing and industry reports, and web usage data are also available on WRDS. Account available to ICF fellows on request. For more information, please contact Derek Hunt.

 



Yale University | Yale SOM | Yale MBA | ICF | Ph.D. Comments & Questions Please Contact Webmaster