Description: WRDS is a warehouse of financial, accounting, banking, economics, management, marketing, and public rule databases accessible through a single Web-based interface. SAIF & CAFR Faculty, students, staff and authorized visitors can request a WRDS account for remote access.
WRDS is maintained by the Wharton School at the University of Pennsylvania. Its particular strengths include deep archives of historical data, a common web interface for access to all WRDS databases, and a variety of output file formats. File formats include fixed-format, tab-delimited, comma-separated-values (csv), d-Base (dbf), SAS data sets and transport data sets, and HTML tables. WRDS also permits logons, via SSH, to its UNIX servers for direct analysis of data files with SAS, FORTRAN, or C.
WRDS:
Data delivery platform. Comprehensive data research service. Handles all data management and provides the user with one location to access over 60 terabytes of data across multiple disciplines including Finance, Marketing, and Accounting.
NYSE TAQ:
TAQ database offers tick-by-tick trade and quote data of all activity within the U.S. National Market System. TAQ provides transaction information at the intraday level (to the microsecond) covering over 10,000 stock issues listed on 16 major American exchanges, including the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and Nasdaq.
CRSP:
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.
Compustat:
Provide security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets; provide stock indices, beta-and cap-based portfolios, treasury bond and risk-free rates, REIT database, and mutual fund databases(back to 1962)
Below are the databases procured by Antai College of Economics and Management (ACEM): CSMAR:
The China Stock Market & Accounting Research (CSMAR) Database offers data on the China stock markets and the financial statements of China’s listed companies.
LSEG IBES Academic:
Detail Estimates (analyst by analyst), Summary Estimates (consensus), analyst Recommendations, along with actuals.
LSEG-SDC Deals:
Historical data on various forms of deals, including M&A, new issues, joint ventures, and municipal bonds.
How to Register:
1. Go to: https://wrds-web.wharton.upenn.edu/wrds/
2. Click 'Register'.
3. For Institution Field, choose 'Shanghai Jiao Tong University'.
4. For Email Field, should use your SAIF/SJTU mail address, eg. SAIF-ID@saif.sjtu.edu.cn or jaccount@sjtu.edu.cn.