US company data on WRDS

WRDS (Wharton Research Data Services) is used by researchers worldwide to get financial and accounting data, especially on US companies. WRDS gives access to the respected CRSP and Compustat NA (North America) databases. It also provides a web interface to make it as easy as possible for researchers to download the data they require. and there is help available from other researchers. See About WRDS for more detail.

Example screencast videos of getting data using WRDS:

• http://screencast.com/t/DuQmA4j7Id - Monthly returns from CRSP
• http://screencast.com/t/BpijU5FIY6x - Fama French factors
• http://screencast.com/t/2vt8uRiF - long-term debt from Compustat NA Fundamentals Quarterly
• http://screencast.com/t/cr9p3Nv1 - S&P domestic long-term issues credit rating from Compustat NA  Ratings

Note: The University of Manchester does not subscribe to all the databases available through WRDS -See  FAQ answer on WRDS subscription.

Earlier WRDS post (March 2011) – for full list of WRDS-related post use the tag cloud on the right-hand side.

There is lots of help available when using WRDS: try the “e-learning” and “support” tabs.

Apple users have reported problems with .xls result files. An alternative is to select the .csv (comma separated variables) format. This can be easily imported into Excel. You don’t get the nice .xls formatting but the data is the same.