Business Resources: WRDS data sets

Audit Analytics Audit Analytics is a premium company intelligence service providing independent research to the investment, accounting, insurance, legal, regulatory and academic communities. 

Accounting + Oversight, Audit + Compliance, Corporate + Legal

Bank Regulatory The Bank Regulatory Database provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.

Bond Returns Bond Returns by WRDS allows researchers to easily and effectively access cleaned datasets of corporate bond transactions, sourced from TRACE Standard and TRACE Enhanced datasets, along with a separate dataset for monthly price, return coupon, and yield information for all corporate bonds traded since July 2002.

CBOE Indexes The New VIX still measures the market’s expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility “skew” by using a wider range of strike prices rather than just at-the-money series.

Compustat Compustat Fundamentals provides standardized North American and global financial statement and market data for over 80,000 active and inactive publicly traded companies that financial professionals have relied on for over 50 years.

CRSP The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.

ISS: Institutional Shareholder Services Access Historical Governance, Historical Directors data, Voting Results data, Voting Analytics with N-PX data, Incentive Lab data, and Shareholder Proposal data.

NASTRAQ The NASdaq TRade And Quote database provides intraday trades and quotes for all Nasdaq stocks.

RavenPack Analyze unstructured content from thousands of publications to extract information on named entities with sentiment, and financially-relevant events.

Wharton Research Data Services (WRDS) offers deep archives of historical financial, accounting, banking, economics, management, and marketing data through a single web-based interface. Listed below are data sets available to Rice University researchers.

See How to connect to WRDS

Basic Web Access: All current Rice University, Jones Graduate School of Business (JGSB) students, faculty, and staff may access WRDS subscriptions via a web interface. WRDS Research accounts are available to current JGSB faculty and JGSB students.

To request an individual account, go to: https://wrds-www.wharton.upenn.edu/register/ and fill in the required fields (use your JGSB- Rice University email address) and choose the appropriate type of account.  The account is created within minutes, after verification of user eligibility by JGSB Research Computing staff.