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.

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.

Historical Yield Curve: Please contact Andrew Jeffery for detailed information.

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 .

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.


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.


 

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