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Accounting Research Toolbox

Selected Resources for Illinois College of Business Accountancy Faculty and Students

Reference Solutions

WRDS

The Wharton Research Data Services (WRDS) repository consists of many datasets in the areas of accounting, economics, and finance available in a web interface and can be downloaded into many formats, including SAS.  WRDS acts as a subscription gateway or a shell to other subscription datasets.  The data are maintained and supported by Wharton staff. The data modules Illinois subscribes to include the following.

  • Audit AnalyticsAccess detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know who is auditing whom and how much they are paying for what services. Create reports by auditor, fees, location, industry, etc.
  • Bureau Van Djik- has balance sheets and income statements for private and public companies around the world.
  • CRSP (Center for Research Securities and Prices)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- and cap-based portfolios, treasury bond and risk-free rates, and mutual fund databases. It also provides CRSP/Compustat Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.  Note: not every section within CRSP is subscribed to.  
  • ExecuCOMPoffers executive compensation data including current, historical, total compensation, executive options and compensation of industry peers. Selected company financial information enables one to compare executive pay versus company performance, revealing previously hard-to-find information. The ExecuComp database includes detailed breakouts of compensation data under the pre-2006 reporting rules so that one can research historical compensation trends. Published by COMPUSTAT, part of the Capital IQ module.
  • I/B/E/Scontain historical earnings estimates. 
  • Institutional Holdings and Insiders Data- supplies data from 13F, 144A, and Rule 10b5 filings.
  • ISS (Institutional Shareholder Services)- provides executive compensation performance metrics, goals and payout structure. Includes peer data for benchmarking. 
  • MSCI/KLD - Social performance metrics only 
  • NYSE TAQdatabase 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.
  • OptionMetrics- a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Encompassing more than six years of data, Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities.
  • SEC Analytics- provides parsing functionality of SEC filings. 

 

In addition, some financial indexes and econometric databases are available that are part of the overall WRDS database:

  • Bank Regulatory
  • Blockholders
  • CBOE Indexes
  • DMEF
  • Dow Jones
  • FDIC
  • Fama French, Momentum, and Liquidity
  • Federal Reserve Bank Reports
  • PHLX
  • Penn World Tables
  • SEC Disclosure of Order Execution
  • TRACE

To register:  Gies faculty and doctoral students may sign up for an account here.  Please e-mail Matias Carrasco Kind in Gies Disruption & Innovation for account information if for some reason your registration confirmation did not appear in your regular e-mail inbox or spam folder.  Master's students will need their instructors to set up a class account in order to use it for course assignments.