Access to Business, Economics, and Finance Databases
Access to Business, Economics, and Finance Databases
The Gordon S. Lang School of Business and Economics is pleased to provide access to a number of databases that will help facilitate research in the School and build capacity for School-wide work in data analytics. Access to these databases is available for faculty, research assistants and graduate students, with limited access for undergraduate students.
How to gain access
Economics/finance/accounting databases
Some of the databases require that you create an account with Wharton Research Data Services (WRDS). You are required to complete all fields in the registration form so that our administrators can easily verify they type of account you are eligible to receive. Visit the WRDS website to start the registration process. Please note that undergraduate students can only access the system if a class account is created by a faculty member, or they can receive a research assistant account at the request of a faculty member. WRDS administrators will not approve an account requested by an undergraduate student unless they receive a request from a faculty member in advance.
WRDS administrators
- Jessica Kannenberg (jessica.kannenberg@uoguelph.ca)
- Patience Akankwasa (pakankwa@uoguelph.ca)
Tourism database
Faculty, graduate students and researchers can view the Destination Canada files and request data access via the Dataverse website.
List of Databases
- Bank Regulatory by WRDS – The Bank Regulatory Database provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. Access via Wharton Research Data Services (WRDS)
- Blockholders by WRDS – 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. Access via Wharton Research Data Services (WRDS)
- Bloomberg Professional Service – Provides real-time data on every market, news and research, analytics, communications tools and execution capabilities. To access the Bloomberg database, use the Bloomberg Terminals located on campus. There are 12 terminals located in MacKinnon 125. To access the terminals and MacKinnon 125 contact one of the WRDS administrators listed above.
- CFMRC TSX Database – Provides daily and monthly Toronto Stock Exchange trading information. Accessing CFMRC TSX off campus: Navigate to CFMRC TSX Database using links on the Library's website: Find – Data & Maps – Find more numerical and statistical data - CFMRC TSX Database
- CANSIM – Statistics Canada's key socioeconomic database. Updated daily, CANSIM provides fast and easy access to a large range of the latest statistics available in Canada. CANSIM comprises over 40 million time series and thousands of tables. Accessing CFMRC TSX off campus: Navigate to CFMRC TSX Database using links on the Library's website: Find – Data & Maps – Find more numerical and statistical data - CFMRC TSX Database
- Chicago Board Options Exchange (CBOE) Volatility Index – A measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility. It 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. Access via Wharton Research Data Services (WRDS)
- 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. Access via Wharton Research Data Services (WRDS)
- Center for Research in Security Prices (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. Access via Wharton Research Data Services (WRDS). Subscription has four main components:
- CRSP US Stock Databases – contains daily and monthly market and corporate action data for securities with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges
- CRSP 1925 US Index Database – contains five groups of CRSP indexes: CRSP Stock File Indexes, CRSP Cap-Based Portfolios, CRSP Indexes for the S&P 500 Universe, CRSP Treasury and Inflation (CTI) Indexes, and the CRSP Select Treasury Indexes.
- CRSP/Ziman Real Estates Database – Contains firm-specific information and indexes essential to analyze Real Estate Investment Trusts (REITs).
- CRSP/COMPUSTAT Merged Database (CCM) – Researchers use CRSP heavily for pricing data and Compustat for fundamental data items. Because of this the CCM was created which is a linking tool that maps the CRSP identifiers from the CRSP 1925 US Stock Database (PERMNO and PERMCO) to Compustat’s GVKEY codes. This allows you to do historical research on CRSP pricing data and Compustat’s fundamental data simultaneously – instead of toggling back and forth between two separate datasets. CRSP maps the two datasets, linking the identifiers and packages it for you into one database product.
- Destination Canada (DC)/Global Tourism Watch – Provides access to the Global Tourism Watch (GTW) launched in 2007 to expand consumer-based intelligence in eight core markets: Canada, the US, the UK, Germany, Australia, China, South Korea, and Brazil.
- Direct Marketing Educational Foundation (DMEF) – Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses. Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics. Access via Wharton Research Data Services (WRDS)
- Dow Jones – Closing prices and returns for the Dow Jones Industrial Average and other Dow Jones Indices. Access via Wharton Research Data Services (WRDS)
- Fama-French Portfolios and Factors – The 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. Returns from these portfolios are used to construct the Fama-French Factors. Access via Wharton Research Data Services (WRDS)
- 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. Access via Wharton Research Data Services (WRDS)
- Federal Reserve Board Reports – Federal Reserve Board Reports provide selected interest rates and foreign exchange rates data from Federal Reserve Board’s H10, G5, H15, and other releases. Access via Wharton Research Data Services (WRDS)
- LSEG/Refinitiv Workspace (Datastream, ESG, I/B/E/S) – LSEG Workspace is a set of software products and data provided by LSEG for financial professionals to monitor and analyze financial information. It is similar to Bloomberg Professional Service in that it provides access to real time market data, news, fundamental data, analytics, trading and messaging tools. Although it has similarities to Bloomberg in terms of the information it provides on recent economic and financial events, it is more desirable than Bloomberg for some types of research projects, because it also provides very detailed historical data and long time series. A nice feature is that it gives you access to an exceptional coverage of financial data and news, on your preferred device. Access to this dataset is administered by the Lang Dean’s Office. For access contact Diane Dobbins, Manager, Research and Partnerships.
- Municipal Securities Transaction Dataset – Contains 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. Access via Wharton Research Data Services (WRDS)
- Penn World Tables – Provides national income accounts-type of variables converted to international prices.
- Philadelphia Stock Exchange Data – Contains data from PHLX. Access via Wharton Research Data Services (WRDS)
- TRACE – FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It reports price and other details of bond transactions in several categories. Access via Wharton Research Data Services (WRDS)
- US Bureau of Economic Analysis – contains national income product account data for the United States.
- US Bureau of Labor Statistics – employment, productivity, and price indexes for the United States
- Wharton Research Data Services (WRDS) – Provides the user with one location to access large amounts of data across multiple disciplines including Accounting, Banking, Economics, Finance, and Statistics. In addition to the databases provided by WRDS itself, WRDS provides a uniform internet based portal to access 3rd party data including CRSP, Compustat, and other important business research databases.