Financial Data Resources

 

 

 

 

 

Art Auction Data: An database of art prices. Contact Will Goetzmann about its potential use if interested.

Country political indicators: Time series indics for corruption, democratic, civil and political, press freedom and corporate transparency from different sources. For more information, please contact Wenzhong Fan.

EVENTUS: Eventus provides user control over estimation periods and cumulative return windows, a choice of raw, comparison period mean adjusted, market adjusted or market model abnormal returns. Simple statements allow the researcher to run a complete event study, from reading the CRSP stock database to print results, with a program as short of as four lines. Available remotely via the WRDS.

Freedom House Indicators: Time-series of indicators by Freedom house of political and social freedoms by country. Since 1972, Freedom House has published an annual assessment of state state of freedom by assigning each country and territory the status of "Free," "Partly Free," or "Not Free" by averaging their political rights and civil liberties ratings. For more information, please contact Wenzhong Fan.

Opacity Index: PwC launches first global index that measures the impact of business, economic, legal and ethical opacity on the cost of capital in 35 countries around the world. Using this tool, policy makers and investors can identify the specific incremental borrowing costs imposed by opacity in the areas of: Legal protections for business; Macro-economic policies; Corporate reporting
Corruption; Government regulations. For more information, please contact Wenzhong Fan.

 

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