1. What Data is in WRDS?

2. Assignment
Log in to the WRDS (Wharton Research Data Services) Platform
Understand the different types of data on WRDS

3. What is WRDS?
WRDS stands for Wharton Research Data Services. WRDS is hosted at the Wharton School of the University of Pennsylvania, and aggregates and standardizes financial data into a standard format and then makes it available to subscribers.
WRDS is a single destination for many of the leading research databases
Variety of disciplines: Accounting, Banking, Economics, Finance, Insurance, Marketing, Statistics
Data linking: e.g. CRSP (stock prices, dividends, splits) & COMPUSTAT (income statements, balance sheets).
WRDS is Internet-based with multiple access options
Web queries: Easy-to-use, point-and-click interface.
PC SAS CONNECT remote libraries.
UNIX X-Windows and batch job power.
WRDS provides full-time research and technical support
Robust online tools for self-help
-based support

4. What Data is Available Through WRDS?
WRDS is a subscription service
Institutions subscribe to different data sets
All subscribed datasets are visible in the left menu

5. How is Data Organized in WRDS?
Data is organized by data vendor, and then within each vendor by type of data
Vendors are Standard and Poors, CRSP, New York Stock Exchange, etc.
This is useful if you already know which vendor provides your data
This is less useful if you are looking for data and don’t know the vendor
You can also browse the WRDS data by subject: Finance, Economics, Marketing, etc.

6. Financial Data on WRDS Company Financials
Financial Statements: BS, IS and CF Data Items
Industry-Specific, Segment, and Pension Data
Point In Time Accounting Data
Index Fundamentals and Constituents
Audit and Regulatory Filings Data
Banks

7. Financial Data on WRDS (cont.)
Financial Markets, Prices, and Returns
Stock Prices
Intraday Trades and Quotes
Market Indices and Factors
Bonds and Fixed Income Data
Mutual Fund/Hedge Fund Returns
Derivatives/Options
REITs
FX Currencies

8. Financial Data on WRDS (cont.)
Corporate Governance and Ownership Data
Company Management and Executive Compensation
Board of Directors, Governance Provisions and Voting Data
Social Responsibility
Insiders and Blockholders Ownership
Mutual Fund Ownership
13F Institutional Ownership

9. Financial Data on WRDS (cont.)
SEC Filings
Earnings Forecasts and Ratings
Analyst Forecasts and Recommendations
Company, Issues, and Bond Ratings
Mergers and Acquisitions

10. Economics Data FRB H10 and H15 Interest Rate Data
FRB State Coincident Indexes
Global Insight Macroeconomic Data
Federal Reserve Bank Regulatory (Call Reports)
Penn World Tables
FDIC (Legacy)

11. Marketing Data IRI Marketing Fact Book CENTRIS
comScore Web Behavior Database
DMEF Academic (Legacy)

12. Publicly Available Data
Bureau of Economic Analysis
Govtrack
Healthcare
Hurricane

13. For any questions, you can email: wrds-support@wharton.upenn.edu
Additional Help
For any questions, you can