Provides detailed research on over 20,000 public companies and more than 1,500 accounting firms in the US. Kent State University subscribes to two Audit Analytics products: Audit & Compliance and Corporate & Legal. Audit & Compliance. Additional information on the modules is available here: Audit & Compliance Datasheet and Corporate & Legal Datasheet.

The Bank Regulatory Database contains five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filed for supervising purposes

Beta Suite is a powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way. The tool is designed with flexibly in mind, capable of handling monthly, weekly and daily rolling regression on common set of market risk factors

The Blockholders dataset contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001.

BoardEx includes profiles of business executives (including some demographics, education and career history, compensation, board and committee memberships, etc.), as well as the connections among them.

Types of companies and organizations covered:
Public – 57,658
Private – 1,706,188
Charities – 93,810
Government – 28,070
Armed Forces – 1,055
Medical – 1,026
Partnership – 34,648
Education – 48,943
Clubs – 126,820

North America dataset subscription ends 2022
UK, Europe, and ROW dataset subscription ends 2021

Subscription to North America, Global, and Bank databases. Includes fundamentals, stock prices and other market data going back to the 1980s, in addition to index prices and constituents.
Compustat provides more than 500 company-level fundamentals, including items such as Income Statements, Balance Sheets, and Flow of Funds. It also offers an even larger number of supplemental data items for more than 47,000 active and 37,000 inactive companies.

The CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The Vix Index was introduced in 1993 by Professor Robert E. Whaley of Duke University in his paper "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives 1 (Fall 1993), pp. 71-84. Since then, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.

Standard and derived security data available for the NYSE, AMEX and Nasdaq Stock Market. The option to extract CRSP data is offered as the CRSP/COMPUSTAT Merged Database.

This database consists of CRSP Link, mapping CRSP US stock data to a select bundles of COMPUSTAT data files. CRSP Link is the historical link between CRSP's unique identifier's PERMNO and PERMCO (securities and companies) and COMPUSTAT's unique identifier GVKEY (companies).

Contains customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses.

Covers the Dow Jones Averages and the Dow Jones Total Return Indexes. The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite, as well as The Dow Jones Industrial, The Dow Jones Transportation, The Dow Jones Utility, the The Dow 10, and The Dow 5. The Total Return Indexes account for reinvested dividends, and, like all Dow Jones Total Market Indexes, cover 95% of the underlying market.

This data analytics tool allows you to select portfolio composition and calculate corresponding Efficient Frontier, Optimal Complete Portfolio, Optimal Risky Portfolio.

Use this tool to measure the impact on the value of a firm resulting from an event — instant visualization of the effect of events on stock returns.

Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.

The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value

The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia.

WRDS Financial Ratio is a latest addition to the WRDS analytics platform. It’s a web based engine that delivers over 70 pre-calculated financial ratios for all U.S. companies across eight different categories (Valuation, Liquidity, Profitability, and etc). Researchers can easily obtain both firm-level and industry-level ratios through point-and-click on the web query. This product can be used by researchers as a convenient tool to obtain firm-level and/or industry-level ratios as characteristics for controls in empirical research.

The Institutional Brokers Estimates System database includes historical earnings estimates for 35,000 companies around the globe. Forecast items include earnings, sales, revenue, dividends, net income, EBITDA, and more, with US coverage back to 1976 and International coverage back to 1987.
We have access to IBES academic Data.

The Marketing Fact Book contains data on grocery store purchases from a representative sample of static qualifying U.S. panelist households to help make intelligent inferences for strategic planning and decision making. These purchases are continuously tracked across all UPC-coded brand-items in all categories. Data available from 1992-1997

The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes. We subscribe to the following datasets within ISSM:
Consolidated Quotes
Consolidated Trades

The mission of the Macro Finance Society is to advance and disseminate high-quality research in Macro Finance, which is a broad area at the intersection of financial economics and macroeconomics. https://macrofinancesociety.org/
Offers: Commodity Trade and Currency Returns, Q Factors, Uncertainty, Cay data

The MFLINKS tables provide a reliable means to link CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the Thomson Reuters Mutual Fund Ownership data (formerly known as the CDA S12 data). Using MFLINKS allows a researcher to gather detail on holdings either for particular funds or fund families and groups of funds at specific points in time

The Municipal Securities Rulemaking Board’s (MSRB) municipal
market trade data are available to support the study of recent and
historical municipal securities price trends, trade frequency and other
characteristics of municipal bond transactions.

Orbis contains information about European, US, Canadian, South and Central American, Japanese, Chinese, and African companies, as well as banks and insurance companies.

OTC Markets Group provides trade information and analysis for 10,000 U.S. and global securities traded over-the-counter. Our subscription offers access to:
End-of-Day Pricing

The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries.

Extract data on firms’ “Total q” ratio and the replacement cost of firms’ intangible capital.
• Total q = improved Tobin’s q proxy that includes intangible capital in the denominator
• Compustat firms, 1950 – 2015

The Philadelphia Stock Exchange's United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs. We subscribe to the following datasets within PHLX:
Currency Options
Implied Volatility

Includes PE data:
*Benchmarks
*Buyout Deals
*Cash Flow
*Fund Deals
*Fund Historic Performance
*Fund Terms
*Investors Details
*Investor Portfolio
*Manager Details
*Manager Investment Types
Includes Venture Capital Deals Details

Public data on WRDS comes from a variety of sources in the public domain. WRDS converts the data into a consistent format and updates it on a regular basis. The databases are organized into content areas. Current data access:

Firm’s R&D productivity. Created by Anne Marie Knott (Washington U. in St. Louis)
Research Quotient = percentage increase in revenue from a 1% increase in R&D. RQ is the output elasticity of R&D. RQ offers a universal, uniform, and reliable measure of a firm's R&D productivity.

SAS Visual Analytics provides a complete platform for analytics visualization, enabling you to identify patterns and relationships in data that weren’t initially evident. Interactive, self-service business intelligence and reporting capabilities are combined with out-of-the-box advanced analytics

On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads - the spreads actually paid by investors whose orders are routed to a particular market center. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders. Data is available on WRDS through 2005, and is no longer updated.

Subsidiary Data by WRDS contains parent company and subsidiary relationships for companies filing with the SEC between 1995 and 2019.

Data is parsed from exhibits attached to a variety of filing types (10-K, 10-Q, etc.), but relies primarily on Exhibit 21. Parsing was built on additions and modifications to the Corpwatch API, in order to allow for a broader scope of filings as well as the integration of existing WRDS SEC data.

From the vendor: Sustainalytics’ ESG Ratings measure how well companies proactively manage the environmental, social and governance issues that are the most material to their business. The analytical framework addresses a broad range of macro-level ESG issues and trends that have a significant, and in some cases material, impact on industries and companies, creating both risks and opportunities for investors.

Current access includes:
Mutual Fund Holdings (s12)
Lipper Hedge Fund Database (TASS)
Institutional (13f) Holdings - s34
WRDS TR Tools

TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities. We subscribe to the following datasets within TRACE:

Country total return indices (with dividends). 40+ countries. Daily and monthly frequencies.

Access over 12million aggregated SEC filings index records from a single file
• Search3.5+million text and html files for all 10-K, 10-Q,8-K, Proxy filings, 13D/G, 13F UPLOAD and CORRESP and CT ORDER
• 95,000+covered entities
• Comprehensive survivor bias-free historical linking table among Compustat’s GVKEY, historical CUSIP, and SEC’s CIK
• WRDS-generated sample programs available for individual modification
• WRDS SEC Readability and Sentiment data include 11 filing text characteristics, 8 readability measures, and 16 sentiment measures.
Coverage from 1994

SEC offers Market Information Data and Analytics System (MIDAS) to promote better understanding of the U.S. equity markets and market structure. WRDS SEC MIDAS contains the Individual Security Metrics published by SEC MIDAS. The Individual Security Metrics provides market trading metrics for over 8,300 securities (stocks and exchange-traded portfolios).

FTP access--Contact Kim Bloedel for account credentials (kimberly-bloedel at uiowa.edu)
coverage of 88,000+ companies traded in over 120 countries. Annual US history dating back to 1981 and rest of the world history to 1990.

**Data feed Available through FTP
Contact Kim Bloedel for account credentials.(kimberly-bloedel at Uiowa.edu)
From the vendor:
I/B/E/S Guidance is a global offering, of market moving company issued guidance data, which spans more than 8,000 companies in 50 countries. Largest universe of data is within North America with over 6,000 companies
It is unique to the market – Only the IBES Guidance dataset, which is normalized (i.e. %s turned into real #s) and presented on the same accounting basis as I/B/E/S Estimates – allows for a true apples to apples comparison across the consensus, guidance and actuals.
--Data is available across 14 data measures
--Measures include CapEx, DPS, EBITDA p/s, EBITDA, EPS, FFO, GAAP EPS, Gross Margin, Net Income, Operating Profit, Pretax Income, ROA, ROE and Sales
--Packaged with complete, fielded history:
NAM (textual) data back to 1994 for EPS and Sales
NAM (quantitative) data back to 2002 for EPS, Sales and FFO
Global (quantitative) data to 2007 across all 14 measures
--Offers derived values including if guidance meets/beats or falls short of the consensus mean – offering signals
--Observe and gauge the reaction of analysts to corporate statements with the ‘I/B/E/S Mean Estimates at Time of Guidance’.

Daily TAQ provides access to historical data on trades and quotes for all issues traded on NYSE, Nasdaq and the regional exchanges. It contains a comprehensive history of daily activity from NYSE markets and the U.S. Consolidated Tape covering all U.S. Equities instruments.
Data Available: 2015-2019.

Data feed: JSON; Access FTP for account info contact Kim Bloedel (kimberly-bloedel at uiowa.edu)
From the vendor:
• Reuters company news by region
• Reuters political/general/economic/C&E news
• All Reuters News
• Top third-party press wires
• All third-party news source
Archives available
• Back to 1996 for Reuters News
• Back to 2003 for other news sources
Metadata:
• Topic Codes: over 2,300 codes tagged to asset class, geography, events, industry, sector, etc.
• Product Codes: over 600 codes identifying desktop news products/ audiences
• Named Item Codes: over 2,000 codes identifying regularly recurring news reports
• Attributions: identifying the news source
• Reuters Instrument Codes (RIC): identifying equities, indices, FX rates and C&E facilities
• Refinitiv PermID: open organizational identifier
• Timestamps: normalized across all news sources, in UTC

Contact Stead Technology Services Group for access: cba-stsg@uiowa.edu
Securities Data Company (SDC) Platinum™, the online historical financial transactions database, provides the most detailed financial transaction information available on new issues, M&A, bonds, syndicated loans, private equity, project finance, poison pills and many more.

Use MyLibro to search the UI Libraries catalog on your mobile device or your Amazon Echo.

Offers brief demonstrations of databases by topic: Company information, Market and Industry databases, International business databases.