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Posts Tagged ‘CSMAR’

WRDS – available databases update

21 March 2014 1 comment

WRDS-iconUniversity of Manchester researchers now have access to additional databases on WRDS (Wharton Research Data Services) following a recent review of the data needed to support current and planned research. These changes are not always easy to see in the menu of “Current Subscriptions” on the left side when you login with a WRDS username and password.

University of Manchester (UoM) main WRDS subscriptions (we don’t subscribe to everything) are:

WRDS University of Manchester subscriptions (click to expand)

WRDS University of Manchester subscriptions (click to expand)

  • Bureau van Dijk – Amadeus (European companies) and Bankscope (banks worldwide)
  • COMPUSTAT (North America) – “S&P Capital IQ’s Compustat North America is a database of U.S. and Canadian fundamental and market information on active and inactive publicly held companies”.
  • COMPUSTAT Execucomp – Executive Compensation for North American companies
  • CRSP – US Stocks and Indices (annual update) – “The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets.”
  • CRSP/Compustat MergedCCM – “The gold standard in academic research, The CRSP/COMPUSTAT Merged Database allows for concurrent database access to CRSP’s stock data and Compustat’s fundamental data.”
  • CSMAR – “The China Stock Market & Accounting Research Database is designed and developed by GTA Information Technology – one of major providers of China data. The CSMAR Databases offer data on the China stock markets and the financial statements of China’s listed companies. “
  • EVENTUS – “Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source.”
  • IBES – I/B/E/S from Thomson Reuters – “I/B/E/S International Inc. created their Academic Research Program over 30 years ago to provide both summary and individual analyst forecasts of company earnings, cash flows, and other important financial items, as well as buy-sell-hold recommendations.”
WRDS Not in UoM subscription (click to expand)

WRDS Not in UoM subscription (click to expand)

  • LSPD –  “The London Share Price Database (LSPD) is a unique, comprehensive database of UK stock returns covering over 9,000 UK shares from 1955 to date.”
  • Mergent FISD – The Mergent Fixed Income Securities Database (FISD) is a comprehensive database of publicly-offered U.S. bonds.
  • Option Metrics  – “Ivy DB OptionMetrics is a comprehensive source of historical price and implied volatility data for the US equity and index options markets”
  • Risk Metrics – “RiskMetrics (through ISS Governance Services) is a leader in corporate governance data. IRRC was initially the data provider for WRDS. IRRC, however, was acquired by ISS in 2005.”
  • TAQ -“The Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.”
  • Thomson Reuters ownership ( 13F, Insiders, Mutual Funds ) – “Thomson-Reuters Institutional Holdings (13F) Database provides Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC.”
  • Thomson Reuters Dealscan or WRDS-Thomson Reuters LPC DealScan – “WRDS-Thomson Reuters LPC DealScan is the world’s pre-eminent source for extensive and reliable information on the global syndicated bank loan market. It provides users with access to Thomson Reuters LPC’s robust database of detailed terms and conditions on over 240,000 loan transactions. These transactions finance M&A activity, working capital needs and other general corporate purposes for loan participants world-wide.”

Notes

The WRDS current subscriptions list also include databases that are free to all WRDS subscribers. A list of these is available on the “What is WRDS?” page. More detailed information on WRDS datasets is available to all on their Our Datasets page (no subscription required)

Most of our WRDS subscriptions are US (North America) only – exceptions include Amadeus (European companies), Bankscope (banks worldwide), CSMAR (China), LSPD (UK) and IBES. (IBES is split into a US file (the default) and an International file.)

WRDS subscriptions are complicated as many providers have multiple databases and the University of Manchester may only subscribe to some. For example, for CRSP we subscribe to US stocks and indices, CRSP/Compustat merged, treasuries and mutual funds, but not to the CRSP Ziman REIT database.

  • CRSP Treasuries – “The CRSP US Treasury and Inflation Series contain returns and index levels on the US Government Bond Fixed Term Index Series, and the Risk Free Rates File.”
  • CRSP Mutual Funds – “As the provider of the only complete database of both active and inactive mutual funds, CRSP leads the way in mutual fund research.”

WRDS does provide some online help for selecting appropriate databases for different types of data, but this help does not take account of our subscriptions. An alternative view of UoM subscriptions is given on the MyWRDS tab and Products page.

Related Posts

US company data on WRDS (posted March 2012)

S&P 500 (Standard and Poor’s 500 Index) (posted December 2011)

WRDS – Wharton Research Data Services (posted March 2011)

References

Wharton Research Data Services (WRDS). (2014) WRDS Database overview desciptions. [Online]. Available at: WRDS  http://wrds-web.wharton.upenn.edu/wrds/ (Accessed: 21 March 2014)

[This reference is adequate since it is probably enough for readers to get access to the information quoted in this post. It does not include the specific page for each quote or cope well with different pages which WRDS being accessed at different dates. However, the alternative of having a whole list of references (WRDS, 2014a), (WRDS, 2014b), (WRDS, 2014c) … looks a worse choice using far more words to give the reader only a little more information.]

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China Securities Market & Accounting Research (CSMAR) – which database is which

15 January 2014 1 comment

CSMAR database names (flag)The China Securities Market & Accounting Research (CSMAR) is designed and developed by GTA Information Technology — one of the major providers of China data. The CSMAR Databases offer data on the China stock markets and the financial statements of China’s listed companies.

The University of Manchester Library provides access to 24 of these databases. It can be confusing to know which is which, as the names are not always shown consistently between the CSMAR promotional literature and the names that appear in the database tools themselves.

Cross-referenced database names

Provision

  • Two of the most commonly used databases are available via the WRDS portal.
  • All 24 are available via the GTA Data Online portal.

The WRDS is portal is easier to use, but requires an individual login (postgraduates and staff) or a class login (for select undergraduate courses). It can be used on- or off-campus.

The GTA Data Online portal is immediately available to any current student or staff member of The University of Manchester. It can only be used on-campus or through a VPN connection.

Categories: Business Databases Tags: ,

Chinese data – CSMAR from GTA

We have access to Chinese Securities Market and Accounting Research (CSMAR) databases both through WRDS and direct from GTA. See:

Where can I get detailed information on the stock market and on accounting in China?

While worldwide databases, e.g. Thomson One Banker and Datastream, cover the Chinese market. GTA Data Online has a reputation for the quality and depth of its data. The data access is similar to WRDS in style.