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WRDS (Wharton Research Data Services)

Information on the WRDS data management system

Latest News

25-Sep-2017

Wharton Research Data Services' (WRDS) powerful research platform provides unparalleled access to global financial data, analytics, research tools, and insight into the latest innovations in academic research.

Highlights

Classroom by WRDS is a teaching toolkit designed specifically for faculty who are introducing finance and business concepts in the classroom.
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Analytics by WRDS – a variety of powerful analytics tools to support researchers. Get more out of your data with less effort.
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►WRDS global reach now extends to 400+ schools in 30+ countries – supporting 50,000+ researchers. In addition, WRDS supports 30+ government and corporate clients.


Analytics and Tools

Beta Suite by WRDS

Calculate Beta and other stocks’ loading on various risk factors. Daily, weekly and monthly frequencies.

Bond Returns

Monthly bond characteristics and returns from cleaned TRACE and Mergent FISD data. Returns using different alternative definitions. Also provides a linking table tracing bonds and linking to same company’s equity.

Classroom Tools by WRDS

Real-world applications of principles, using actual company data in place of hypothetical examples.

Daily Stock Indicators from Intraday Data

Access daily stock market, liquidity and trade volume indicators obtained from NYSE TAQ data.

Efficient Frontier

Select portfolio composition and calculate corresponding Efficient Frontier, Optimal Complete Portfolio, Optimal Risky Portfolio.

Event Study by WRDS  

Measure the impact on the value of a firm resulting from an event instant visualization of the effect of events on stock returns. Suite includes three versions of Event Studies: U.S. Daily, International Daily and U.S. Intraday. Users can upload own event files or rely on Key Development and RavenPack database for firm events.

Financial Ratios Suite by WRDS

Obtain both firm-level and industry-level ratios as characteristics for controls in empirical research delivering 70+ pre-calculated financial ratios for all U.S. companies across eight categories.

Linking Tables

Coming Soon — Link across different databases of companies and individuals

Long-Run
Event Study

Coming Soon — Analyze event’s long-term effect on company stock prices, over the course of months and years

MD&A

Coming Soon Extract MD&A from firms’ SEC filings to enable textual analysis

Options Suite

Option and equity level indicators derived from underlying option pricing data.

SAS® Studio

Complements SAS on Unix, SAS Connect on a PC, and the SAS Share interface to R, Matlab, and other languages.

World Indices by WRDS

Historical country total return indices (with dividends) as well as index constituents. 40+ countries. Daily and monthly frequencies.

WRDS SEC Analytics Suite

Search through the contents of millions of SEC filings. Access Readability and Sentiment scores and Linking Tables.


Featured Data on WRDS

American Hospital Association (AHA) Survey Database

Valuable demographic, operational and utilization characteristics of hospitals provide an essential foundation to valuable health care research.
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BoardEx

Extensive data on the Boards of publicly listed and private companies
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WRDS-Calcbench

WRDS has partnered with Calcbench to create original datasets derived from the footnotes of SEC filings. Yield a direct line into the SEC’s corporate financial data repository.
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Clarivate Healthcare Data

Coming Soon Enable impactful research with the world's most comprehensive suite of Life Sciences data.

ETF Global

Exchange-Traded Funds pursue return, manage risk, utilize investment analysis, and generate investment ideas.
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Eurekahedge

Access a suite of 29,000+ alternative funds and 262 alternative fund indices from this global hedge fund database.
Access Eurekahedge Sample Data
>>

Infogroup

Research and analyze community growth and market trends with Residential Historical Data and Historic Business Data.
Interactive Visualizations: View the breadth and depth of Infogroup data using SAS Visual Analytics >>
Access Infogroup Sample Data >>

ISS Incentive Lab

Access extensive executive compensation performance metrics, goals, and payout structure.
Access ISS Sample Data >>

ktMine

Search the world's intellectual property information, including full text of patents and trademarks.
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ProPublica

Prescriber Checkup data includes Medicare Part D, offering a detailed look at individual providers' prescribing habits. Dollars for Docs data covers nearly $6.25 billion in medical industry payments made to more than 800,000 physicians in the U.S.
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RavenPack

Enhance quantitative research with data derived from traditional and social media. RavenPack analyzes unstructured content from thousands of publications to extract information on named entities and financially-relevant events in the public eye.
Access RavenPack Sample Data >>

Events from RavenPack :  Analyze the Intraday Second-by-Second equity return reaction to corporate and macro-economic news events provided by RavenPack News Analytics database >>

SNL Bank

Coming Soon Get sector intelligence on industries essential to the global economy -- covering 6,500 public companies and 50,000 private firms worldwide.

Sustainalytics

Award-winning global responsible investment research firm specialized in environmental, social and governance (ESG) research and analysis.
Access Sustainalytics Sample Data >>

Toyo Keizai

Coming Soon Comprehensive earnings information for all listed companies in Japan.


WRDS Enables Impactful Research

Elevates the impact and credibility of your research and academic program. The best and most cited financial research is changing policy and practice at firm, regulatory, and national levels, and demonstrating the value of the institutions and researchers who conduct it.

Attracts and retains leading faculty and thought leaders by showing that your institution is committed to providing best-in-class research tools that can be applied to the classroom and the boardroom.

Drives impact with high integrity data sources, a flexible research computing platform, doctoral-level research support, and analytics tools that enable comprehensive and authoritative research.

Improving research efficiency and speed by as much as 40%, WRDS reduces time to data discovery, analysis, and publication.


Recognition

Gain the recognition needed in today's competitive academic landscape.
The best financial research is changing policy and practice at firm, regulatory and national levels, and demonstrating the value of the institutions and researchers who conduct it.

Make sure your academic program is making its mark with impact-driven research.

WRDS Research Paper Series (RPS) – a searchable repository of all papers submitted to SSRN that cite WRDS in their work. This RPS will elevate a researchers’ visibility, increase their Eigenfactor® score (SSRN's weighted measure of an author's citations), and build a specialized research base for others to explore easily, thereby rapidly advancing the sharing of knowledge.
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WRDS-SSRN Innovation Award
Honoring Emerging Business Schools
Three Winners will be selected annually from the WRDS RPS for North America, Europe and Asia-Pacific regions.
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Contact us with any questions:

WRDS | www.whartonwrds.com
3819 Chestnut Street, Suite 300, Philadelphia, PA 19104
Email | wrds@wharton.upenn.edu