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Business Research Center

Wharton Research Data Services

Wharton Research Data Services (WRDS) is a data research platform that provides single-point access to a wide range of datasets across multiple disciplines including finance, accounting, economics, and sustainability.

Access to WRDS is provided for all University of Texas at Austin faculty, PhD and Masters students, regardless of discipline.

The McCombs School of Business provides the funding for the datasets available through the Wharton Research Data Services platform at the University of Texas at Austin. Subscribed datasets may change depending on the needs of the McCombs faculty. Questions about the data available should be forwarded to the WRDS Administrator:  WRDS@ mccombs.utexas.edu

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WRDS Current Subscriptions: A - Z List (Updated 07/2023)

Audit Analytics

Provides detailed categorizations of issues for tracking and analyzing public company disclosures related to audits, compliance, governance, corporate actions, and federal litigation. Includes the following...

  • Audit + Compliance
  • Corporate + Legal
Bank Regulatory

Provides 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. Includes the following...

  • Bank Holding Companies
  • FDCI/OTS Deposits
  • Merger Information
  • Commercial Banks
Beta Suite by WRDS  A powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way. 
Blockholders Free database of large-block shareholders created by researchers in 2004
BoardEx

A relationship mapping resource that contains more than 1.9 million profiles of public, private, and non-for-profit organizations and more than 1.4 million people. Access to the following....

  • BoardEx - North America
Bureau van Dijk

Contains comprehensive information on around 21 million companies across Europe. Company information for both Western and Eastern Europe, with a focus on private company information. Includes the following...

  • Orbis/Europe (formerly Amadeus)
CBOE Indexes The CBOE (Chicago Board Options Exchange) Volatility Index®  is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. 

Compustat

Capital IQ

Compustat is a database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies. Capital IQ is a suite of databases from S&P. They connect to the Compustat family of databases through GVKEY. Includes the following...

Compustat Capital IQ Trucost , S&P Global ESG Scores
  • North America - Daily
  • Global  - Daily
  • Bank - Daily
  • Historical Segments - Daily
  • Execucomp - Monthly Updates
  • Marginal Tax Rates
  • Capital Structure
  • Identifiers
  • Key Developments
  • People Intelligence
  • Climate Analytics
  • ESG Scores
  • Trucost Environmental
Contributed Data Datasets contributed to WRDS by various academic researchers and faculty.
CRSP The Center for Research in Security Prices (CRSP) contains security price, return, and volume data on stocks and indexes, as well as quarterly data on Mutual Funds.
DataStream (Thomson/Refinitiv) Historical, global coverage of equities, stock markets, commodities, futures, currencies, options, bond markets, company financials, and economic data. Information is updated daily. 

Direct Marketing Educational Foundation (DMEF)

Data coverage:

1970s - 1990s 

Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations. 

  • Multi-Division Catalog
  • Non-Profit Organization: Data coverage 10/86 through 6/95
  • Reproduction Catalog: Data coverage 12/71 through 6/92.
  • Specialty Catalog
Efficient Frontier by WRDS Risk analysis information searchable by company. Using this flexible web-based tool, enter a list of security identifiers (Ticker or PERMNO), and pre-set parameters such as Risk-Free Rate and Degree of Risk Aversion.
Event Study by WRDS The event studies are widely used by empirical researchers in finance, economics, accounting, law, and other business disciplines to analyze the market reaction to firm-specific and market-wide events using either returns or volume around the time when the event occurred.
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.
European Short Data by WRDS Implemented after the previous global financial crisis to increase market transparency, this data encompasses all significant short positions reported by institutional investors under the EU236 Rule.
Factors by WRDS Using Backtester you can design and test your own investment strategies. You will be able to control different parameters of your back tests, including start and end dates, number of securities per portfolio, investment style, weights, and rebalancing frequency.

Farma French Portfolios &

Liquidity Factors

Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth.
Federal Judicial Center The Federal Judicial Center's (FJC) Integrated Database contains data on all federal, civil, criminal, bankruptcy, and appellate court case information reported by the courts to the Administrative Office of the U.S. Courts. Coverage: mid-1969 through the present.
Federal Reserve Bank Foreign exchange rates and interest rates.
Financial Ratios Suite by WRDS 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).

 

Historical S&P Dow Jones Indices (SPDJI)

Access the largest global resource for essential index-based concepts, data and research.

I/B/E/S

from Thomson Reuters

It is an historical earnings estimate database containing analyst estimates for more than 20 forecast measures - including EPS (earnings per share), revenue, price targets, EBITDA and pre-tax profits - available on both consensus and detailed levels. Includes the following...

  • IBES Academic
  • IBES Guidance
Institutional Shareholder Services (ISS)

Historical Directors data, Shareholder Proposals S&P 1500. Includes the following...

  • Directors
  • Governance
Intraday Indicators by WRDS

Contains daily stock market indicators obtained from NYSE TAQ data. SEC offers Market Information Data and Analytics System (MIDAS) to promote better understanding of the U.S. equity markets and market structure. Includes the following dataset only...

  • WRDS SEC MIDAS
IRI Marketing Fact Book Coverage 1983 - 1997 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.
Insiders Data by WRDS Insiders Data by WRDS includes all insider trades after the SEC-mandated electronic disclosure----from June 30, 2003, to the present.

 

Linking Queries by WRDS Allows our users to easily download link table between various heavily used databases on WRDS platform: Please note that access depends upon an existing subscription.
 

Bond CRSP Link  allows users to directly link fixed income data at the individual bond level to the equity data from the CRSP database.

BoardEx CRSP Compustat Link provides the link of Boardex companies with CRSP-Compustat universe

CRSP Compustat Link by CUSIP SAS code allows users to link CRSP PERMNO with COMPUSTAT GVKEY by CUSIP    

FactSet CRSP Link links Factset’s security id as well as entity id with CRSP identifiers

IBES CRSP Link provides the historical matching of IBES TICKER with CRSP PERMNO.

Option Metrics CRSP Link provides the link between OptionMetrics SECID and CRSP PERMNO

TAQ CRSP Link provides the link between TAQ SYMBOL and CRSP PERMNO

TR Insiders - Boardex Link provides the link between TR Insider PERSONID and Boardex DIRECTORID.

Compustat Customer Segment Company Names - GVKEY Link provides the missing link between abreviated Customer Segment (Supply Chain) Company Names to GVKEY. 

Federal Judicial Center Litigation Compustat-CIK Link provide the link among Docket Numbers, Case keys, GVKEYs and CIKs. Link is provided for Bankruptcy, Civil and Criminal data.

 

Macro Finance Society Curates a list of datasets from several influential papers broadly in the area of macro finance. For more information, please see https://macrofinancesociety.org/
Mutual Fund Links (MFLINKS) 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).

MSCI (formerly KLD and GMI)

Delayed Data Update: We do not have an estimate of when the updated KLD data will be delivered to WRDS.

MSRB

Municipal Securities Rulemaking Board: Study historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions. The trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts.

OptionMetrics

OptionMetrics is the premier provider of historical options data for use in empirical research and econometric studies.

  • Ivy DB US
Option Suite by WRDS Option and equity level indicators derived from underlying option pricing data.
OTC Markets Access comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces.

 

Penn World Tables The Penn World Tables provides national income accounts-type of variables converted to international prices.

Peters & Taylor Total Q

    

An improved Tobin’s q - replacement cost of intangible capital - by Ryan Peters (Tulane) and Lucian A. Taylor (Wharton) 

Philadelphia Stock Exchange

(PHLX)

The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation. It is one of North America’s primary marketplaces for the trading of stocks, equity options, index options and currency options.
Public Data Publicly available data from a variety of sources, such as the Bureau of Economic Analysis, Bureau of Labor Statistics, and select Healthcare data. 
RepRisk Environmental, social, governance (ESG) issues—environmental degradation, child labor, corruption, etc.—can translate into reputational, compliance, and financial risks. The management of ESG issues is directly linked to a company’s operational excellence and its social license to operate. 
Research Quotient What is RQ? 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.

 

SEC Analytics Suite by WRDS SEC Analytics Suite by WRDS with NEW SEC Sentiment and Readability data is positioned for broad business usage – from due diligence and forensic accounting to disclosure research and investment management.
SEC Order Execution

SEC-mandated Disclosure of Order Execution Statistics: Electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis.

Data is available on WRDS through 2005, and is no longer updated.

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

Refinitiv, an LSEG (London Stock Exchange Group) business, is one of the world’s largest providers of financial markets data and infrastructure.

  • Mutual Fund Holdings - (s12)
  • Institutional (13f) Holdings - s34
  • Worldscope
  • Datastream
TRACE 

All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It was formed in the summer of 2007 from the NYSE and the NASD.

 

US Patents by WRDS
In line with the recent trend in increased usage of patent data in finance and accounting research, US Patents by WRDS provides easier access to patent data. Patent-level data is directly parsed from USPTO's XML files. Researchers can use this database together with the patent valuation data contributed by Kogan et al.

 

Venture Capital by WRDS

Access a collection of 6 different datasets from 5 different SEC filings. Examine topics including venture capital, private equity, or analyze the financials of some private companies. 

Researchers can connect all federally filed private placements ― “equity” or ownership change in a company above a certain monetary threshold but without a formal IPO or M&A process.

World Indices by WRDS Country total return indices (with dividends). 40+ countries. Daily and monthly frequencies.
Worldscope (Thomson/Refinitiv) Contains detailed financial statement data and profile data on public companies globally. Using primary source documents and news clippings, Worldscope data analysts extract the data to global templates that are specific to industry groups.

 

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