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Datasets compile points of data into a single set. Spears Business has access to many of the most valuable datasets in many industries for your reseach needs. 


  • ABI/Inform

    Produced by Proquest;(former names: Bell & Howell Information and Learning Co., & UMI), ABI/INFORM provides in-depth coverage of journal articles about business conditions, trends, corporate strategies and tactics, management techniques, competitive and product information, and a wide variety of other topics. It gives you citations, substantive abstracts, and recently, full text of articles from more than 1,300 leading business and management publications, including over 350 English-language titles from outside the U.S. The following business and management science areas are covered:

    • accounting/auditing, banking and finance
    • government, law and taxation
    • data processing/information
    • management, human resources, and public administration
    • economics and labour relations
    • health caremarketing and advertising
    • insurance and real estate
    • transportation and telecommunications


    More information:

    Access ABI/Inform via OSU Library (OSU ID required)

  • Audit Analytics

    Audit Analytics is a premium company intelligence service providing independent research to the investment, accounting, insurance, legal, regulatory and academic communities.


    Audit Analytics provides detailed research on over 150,000 active audits and more than 10,000 accounting firms. Access to the Audit Analytics data is available via an online user subscription, email notifications, enterprise data-feed subscription and custom research reports.


    Audit Analytics data includes detailed categorizations of issues and is considered by many professionals to be the best primary data source for tracking and analysis of public company disclosures related to the audit, compliance, governance, corporate actions and federal litigation.


    Audit and Compliance datasets covers all SEC registrants. It is used daily by researchers around the world for market intelligence, due diligence, compliance monitoring and trend analysis. Please refer to WRDS E-Learning “Overview of AuditAnalytics” for detail on how these datasets are integrated into WRDS. Audit Analytics data feeds to WRDS are updated quarterly. Please visit for more current data to supplement your research if necessary.


    More information:

    Access via WRDS

  • Bank Regulatory

    Database contains five databases for regulated depository financial institutions. These databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filed for supervising purposes. Please see the Federal Reserve Bank of Chicago website for more information.


    The Commercial Bank Database, from the Federal Reserve Bank of Chicago (FRB Chicago), contains data of all banks filing the Report of Condition and Income (named “Call Report”) that are regulated by the Federal Reserve System, Federal Deposit Insurance Corporation (FDIC), and the Comptroller of the Currency. These reports include balance sheet, income statements, risk-based capital measures and off-balance sheet data. The Commercial Bank Database has data available quarterly from 1976. The time range is broader than the RIS database (described below). It includes basically commercial banks and savings banks. It does not have data from savings institutions (e.g. S&L associations) that file the Thrift Financial Report (TFR) with the Office of Thrift Supervision (OTS).


    The Bank Holding Companies Database, from the FRB Chicago, collects financial data from bank holding companies included in the FRY-9 reports. The bank holding companies may include parent, blank and nonblank entities. These reports contain balance sheet, income information, risk-based capital measures and additional supporting schedules. The FR Y-9 filing initiated in 1978, but this Database has data available quarterly from 1986.


    The FDIC/OTS Deposit Database collects deposit data on each office of every FDIC-insured bank and savings association. Data are collected annually (as of June 30) and are available from 1994. The FDIC takes data from all FDIC-insured commercial banks, savings banks and U.S. branches of foreign banks. The OTS collects deposit data from all savings associations.


    The Merger Description Database from the FRB Chicago provides acquisition/merger data and other useful records about circumstances under which a financial institution ceased to exist. It provides information about the survivor and non-survivor entity, dates and merging codes from 1986.


    The Research Information System (RIS) Database, from the Federal Deposit Insurance Corporation (FDIC), contains financial data and history of all entities filing the Call Report and some savings institutions filing the OTS Thrift Financial Report (TFR). These reports include balance sheet, income statements and off-balance sheet data. The entities that file these reports include commercial banks, savings banks, or savings and loans (The Federal Deposit Insurance Corporation Database). This data was collected from 1984 to 1998 and contains structure data, financial time series data, complex derived integers data, ratio data and merger history data. Different from the Commercial Bank Database, it contains data for S&L institutions and derived data.


    More information:

    Access via WRDS

  • Bizminer

    Provides detailed industry analysis and market research reports on more than 16,000 lines of business in national and local markets.


    Types of reports: Industry Financial Profiles, Market Research Reports, Area Demographic Profiles, Business Failure Rate Index, Sole Proprietor/Startup Profit & Loss, Local Market Vitality Profiles.


    More information:

    Access Bizminer via OSU Library (OSU ID required)

  • Blockholders

    This dataset contains standardized data for blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders' data is reported by firm for the period 1996-2001. The data cleaning procedure is explained in detail by Jennifer Dlugosz, Rudiger Fahlenbrach, Paul A. Gompers and Andrew Metrick in their study "Large Blocks of Stocks: Prevalance, Size, and Measurement."


    More information:

    Access via WRDS

  • Bloomberg Terminals

    Transform your classroom into a Bloomberg Financial Markets Lab, equipped with the Bloomberg Professional service, and connect your students to a network of 2.5 million financial professional users and an unmatched breadth and depth of information.


    Below are just some of the features a Bloomberg Financial Markets Lab offers:

    • Cross-asset, real-time data
    • Historical time series analysis in all markets including Equity, Fixed Income and FX
    • Powerful API integration with Excel®
    • Public and private company accounting data and corporate finance dataset
    • Portfolio and risk analytics and historical back-testing
    • Peer-ranked, customizable investment simulations
    • Global economic data for macroeconomic analysis
    • Global M&A and IPO database
    • Our experienced team aids syllabus-integration of our technology with free consultations for academics.
    • And teaching and testing using Bloomberg for Education is supported by BESS, the complimentary
    • Bloomberg Essentials training program.


    More information:

    Access via SSB Computer Labs

  • BoardEx

    BoardEx contains in-depth profiles on approximately 500,000 business leaders globally that detail their employment, non-profit, and educational affiliations. Networks of directors are mapped out based on time they've spent at the same organizations. The database is updated daily.


    BoardEx data is available on site. Work with your academic department to gain access.


    More information:

    Contact your academic department.

  • Business Source Elite

    Addresses issues in business and related topics such as management, economics, banking, finance and accounting. Full-text from nearly 1,040 popular and scholarly journals. Indexes and abstracts for nearly 1,570 journals. Updated daily.


    More information:

    Access Business Source Elite via OSU Library (OSU ID required)

  • Capital IQ

    Capital IQ database combines in one platform comprehensive business intelligence on global public and private companies, private financial and investment firms, and executives. Capital IQ software functionality provides tools for corporate managersand investment professionals to screen the database for market intelligence and investment opportunities.


    Capital IQ can be accessed from any student lab computer.


    More information:

    Access via SSB Computer Labs
    Individual accounts available for faculty and faculty sponsored graduate students. Contact Spears Support Services ( for more information.

  • CBOE Indexes

    The CBOE (Chicago Board Options Exchange) Volatility Index® (VIX®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The Vix Index was introduced in 1993 by Professor Robert E. Whaley of Duke University in his paper "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives 1 (Fall 1993), pp. 71-84. Since then, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.


    The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New VIX is based on S&P 500 index option prices and incorporates information from the volatility "skew" by using a wider range of strike prices rather than just at-the-money series.


    More information:

    Access via WRDS

  • Compustat from Standard & Poor’s

    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. It provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows and supplemental data items.


    S&P Capital IQ's Compustat North America files are available in both annual and quarterly formats. The industrial annual formats offer both historical and restated data. The industrial quarterly formats offer restated data as reported by the company. The restated data allows analysts to compare current and prior years' results on a comparable basis and determine financial trends and growth rates. For most companies, annual history is available back to 1950 and quarterly history back to 1962 with monthly market history back to 1962.


    S&P Capital IQ's Compustat North America files also contain information on aggregates, industry segments, banks, market prices, dividends and earnings. For more detailed information on the Compustat files, consult the Compustat User's Guide.


    More information:

    Access via WRDS

  • CRSP

    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. Additional CRSP files provide stock indices, beta- and cap-based portfolios, treasury bond and risk-free rates, mutual funds and real estate data.


    The CRSP US Stock Database provides a unique research source characterized by its unmatched breadth, depth and completeness. It includes CRSP's unique permanent identifiers allowing for clean and accurate backtesting, time-series and event studies, measurement of performance, accurate benchmarking and securities analysis.


    The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex and NASDAQ common stocks along with basic market indices, and includes the most comprehensive distribution information available with the most accurate total return calculations.

    CRSP’s unique historical Indices Databases serve as benchmarks for the investment community, and as a foundation for academic research. Created according to clear, unbiased and systematic processes, these indexes undergo rigorous procedures to promote data accuracy, timeliness and consistency. Each CRSP index is offered as a series that contains decile subsets for market analysis.

    The CRSP Indices database contains five groups of CRSP indices: the CRSP Stock File Indices, the CRSP Cap-Based Portfolios, the CRSP Indices for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indices and the CRSP Select Treasury Indices.


    CRSP US Index History files can be added to your subscription at no additional cost 
    This product, generated by the investable CRSP Indexes*, provides additional market data for scholarly research. The introductory time series provides the base for future product expansion, including additional index data as well as index holdings, Intraday and end-of-day security data.

    • Market Capitalization, Value/Growth and Sector Index families
    • Second-by-second, End-of-Day Price and Total Returns levels
    • Flexible delivery and access options through web queries, the WRDS cloud and WRDS client server using PC SAS, Matlab, Stata, R and Python, among many others
    • Histories for indexes begin at different dates, tied to when the data was captured, not always to the date when indexed to 1000


    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. The US Treasury database begins in 1925 for month-end data and in 1961 for daily data. Over 1.6 million end-of-day price observations for 3,350 US Treasury bills, notes, and bonds and over 101,500 prices for 5,300 month-end issues are included in the databases.


    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. The CRSP Survivor-Bias-Free US Mutual Fund Database serves as a foundation for research in and benchmarking for this asset class. Central to this work is the use of survivor-bias-free data to insure the accuracy of performance benchmarks, and the validity of analyses. Created according to clear, unbiased and systematic processes, this database undergoes rigorous procedures employed to promote data accuracy, timeliness and consistency.


    The CRSP Survivor-Bias-Free US Mutual Fund Database was initially developed by Mark M. Carhart of Goldman Sachs Asset Management for his 1995 dissertation (Chicago GSB) entitled, "Survivor Bias and Persistence in Mutual Fund Performance," to fill a need for lacking survivor-bias-free data coverage.


    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. The CRSP Link accurately maps complex, many-to-many relationships over time between CRSP's unique permanent identifiers (PERMNO and PERMCO), and Compustat’s unique permanent identifier (GVKEY). This link permits the seamless time series examination of CRSP and of Compustat companies and securities side by side, regardless of CUSIP or ticker changes. CRSPLink is a product and is trademarked by CRSP.


    The CRSP/Ziman Real Estate Data Series represents a collaborative effort between the Richard S. Ziman Center for Real Estate at the UCLA Anderson School of Management and The Center for Research in Security Prices at the University of Chicago. The REIT data series is a unique research resource whose development merges CRSP experience in academic-quality financial database and indices creation with the Ziman Center's expertise in markets and the collection of real estate data.

    The CRSP data files are proprietary, the data copyrighted and usage restricted to academic use in accordance with permissions as identified at


    More information:

    Access via WRDS


    The CUSIP Service Bureau, which is operated by Standard & Poor's for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework and disseminating this data to the financial marketplace via various media. The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.


    CUSIP numbers and standardized descriptions are used by virtually all sectors of the financial industry, and are critical for the accurate and efficient clearance and settlement of securities and other financial instruments as well as back-office processing. The CUSIP number consists of nine characters: a base number of six characters known as the issuer number, (the 4th, 5th and/or 6th position may be alpha or numeric) and a two character suffix (either numeric or alphabetic or both) known as the issue number. The ninth character is a check digit.


    More information:

    Access via WRDS

  • DirectEdgar

    EDGAR Database of Corporate Information compiles data on company financials as submitted to the Securities and Exchange Commission (SEC). Information is available in full-text from 1994 to the present.


    EDGAR, the Electronic Data Gathering, Analysis, and Retrieval system, performs automated collection, validation, indexing, acceptance and forwarding of submissions by companies and others who are required by law to file forms with the U.S. Securities and Exchange Commission (SEC). Its primary purpose is to increase the efficiency and fairness of the securities market for the benefit of investors, corporations and the economy by accelerating the receipt, acceptance, dissemination and analysis of time-sensitive corporate information filed with the agency.


    More information:

    Access via SSB Computer Labs

  • DMEF Academic Data

    Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.


    Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics.


    More information:

    Access via WRDS

  • Dow Jones

    The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), as well as The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), The Dow 10 and The Dow 5. The Dow Jones Industrial Average, the best known U.S. stock index, and the Dow Jones Transportation Average, the oldest U.S. stock index were created by Charles Henry Dow, co-founder of Dow Jones & Company and maintained and reviewed by the editors of The Wall Street Journal. Dow Jones Indexes is the source of Dow Jones information and the provider of this data.


    The Dow Jones Total Return Indexes are introduced by Dow Jones Indexes as part of the Dow Jones Total Market Index Series. The Total Return Indexes account for reinvested dividends. Data for the Total Return Indexes is available after 1987.


    More information:

    Access via WRDS

  • Dun & Bradstreets Key Business Ratios

    Financial statements of U.S. corporations, partnerships, and proprietorships. 14 ratios include solvency, efficiency and profitability. Key business ratios calculated identify key relationships between financial data. Business ratios are broken down into median figures, with upper and lower quartiles. Ratios are arranged by Standard Industrial Classification (SIC) Codes -- a four-digit number that classifies business establishments by defining the industries in which they do business. Can export data to a .csv file for easy manipulation in Microsoft Excel.


    More information:

    Access Dun & Bradstreets Key Business Ratios via OSU Library (OSU ID required)

  • Eventus

    Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.


    Eventus provides user control over estimation periods and cumulative return windows, a choice of raw, comparison period mean adjusted, market adjusted or market model abnormal returns. Simple statements allow the researcher to run a complete event study, from reading the CRSP stock database to print results, with a program as short of as four lines.


    WRDS has created several Eventus web queries that allow the user to execute different Eventus programs without the need of knowing the details about Eventus syntax. Below is a short description of the web queries that are available:

    • Basic Event Study includes four of the most common event Studies:
    • Basic Event Study (Daily and Monthly) executes an event study with daily or monthly data centered on a single date for each firm. It is the most common and simple event study.
    • Fama French Basic (Daily and Monthly) executes an event study that uses the Fama French factors as benchmark.
    • Eventus Alternative runs an event study using either the "Calendar-time Portfolio" or the "Ibbotson Rats" Approach both for the market model and the Fama-French Approach.
    • Output for Cross-sectional Analysis web query produces a SAS dataset containing the cumulative abnormal return for each firm and specified window for further cross-sectional analysis.
    • Event Parameter Approach web query performs a joint estimation of the parameters and the abnormal returns.


    More information:

    Access via WRDS

  • ExecuComp

    ExecuComp offers extensive, transparent executive compensation data, including current, historical, total compensation, executive options and compensation of industry peers. Focus on the key factors underlying each company's compensation policies and decisions, making it easier to identify trends within an industry, within the company or among peers. ExecuComp also allows you to link a company's performance to actual compensation levels.


    ExecuComp is part of the Compustat data package within WRDS.


    More information:

    Access via WRDS

  • Factiva

    Provides access to major business publications, Newswire reports and photos from Reuters and Knight-Ridder. Also provides full-text access to 5,500 newspapers (regional, national and international). Updated daily.


    More information:

    Access Factiva via OSU Library (OSU ID required)

  • Fama French & Liquidity Factors

    The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors. Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds,” Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth.


    The Pastor-Stambaugh Liquidity series are described by L. Pastor and R. F. Stambaugh in “Liquidity risk and expected stock returns” (2003, Journal of Political Economy 111, 642-685). This set includes ‘non-traded’ and ‘traded’ liquidity factors, with the latter series derived from dividing common stocks (in the CRSP monthly stocks file data) into 10 groups based on each stock’s sensitivity to the ‘non-traded’ liquidity innovation factor (as described in the paper).


    The Sadka Liquidity measures are described in R. Sadka in “Momentum and Post-Earnings- Announcement Drift Anomailes: The Role of Liquidity Risk” (Journal of Financial Economics 80, 309-349). The measures are non-traded, market-wide, undiversifiable risk factors. Price impact is separated into permanent (variable) and transitory (fixed) price effects.


    More information:

    Access via WRDS

  • FDIC

    The Federal Deposit Insurance Corporation (FDIC) datasets contains historical financial data for all entities filing the Report of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans.


    FDIC files include details on structure and merger history, financial time series and ratios plus complex derived integers data. For more information about the FDIC data, visit the U.S. Federal Deposit Insurance Corporation WWW Home Page.


    More information:

    Access via WRDS

  • Federal Reserve Bank

    The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia.


    Foreign Exchange Rates (Federal Reserve Board’s H.10 Report). The WRDS FX database is based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$ and a few are also available in “inverted form” (e.g. $/pound).


    Interest Rates (Federal Reserve Board’s H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted.


    FRB-Philadelphia State Indexes. A set of coincident indexes for the 50 states has been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident index methodology developed by James Stock and Mark Watson. For details and documentation on the development of the state indexes, see Theodore Crone, “Consistent Economic Indexes for the 50 States” Federal Reserve Bank of Philadelphia, Working Paper 02-7, May 2002.


    More information:

    Access via WRDS

  • IBES

    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. In 2000, I/B/E/S was integrated with Thomson Reuters / First Call, and in 2012 First Call was discontinued.


    Hundreds of articles that use I/B/E/S and First Call data have been published in the Journal of Finance, Journal of Accounting Research, Journal of Portfolio Management, Journal of Investing, Financial Analysts Journal and many others. Today, many academic projects focus on the applications and effects of earnings expectations data, with increasing attention being paid to other forecast measures, such as revenue, price targets and cash flow. The importance of research in this dynamic field is confirmed by the current roster of 1700 academics from 450 universities in 32 countries, who rely on Thomson Reuters data and services to validate their unique investment theories and observations.


    More information:

    Access via WRDS

  • IBISWorld

    Market research reports covering over 700 industries which are updated every 4 months. Can browse by industry or search reports by keyword. Each industry profile contains information highlighting key competitors, market segmentation data, industry conditions, current performance and future outlook.


    More information:

    Access IBISWorld via OSU Library (OSU ID required)

  • IRI

    Information Resources, Inc. (IRI) is a leading sales and marketing research partner in the expanding global consumer goods industry. They provide their clients with superior consumer insight and market intelligence by leveraging their competitive advantages in robust data, industry-leading research and analytic techniques, innovative Web delivery technology and quality client service. IRI now provides international data services covering over 20 countries, with data delivered in consistent formats and supported by an international service team. See the IRI web site for details.


    Academic researchers have made extensive use of IRI gathered point-of-sale information from more than 11,300 grocery stores as well as some 7,500 drug stores.


    The Marketing Fact Book contains data on grocery store purchases from a representative sample of static qualifying U.S. panelist households to help make intelligent inferences for strategic planning and decision making. These purchases are continuously tracked across all UPC-coded brand-items in all categories.


    Key Applications:

    • Periodic assessment of key consumer dynamics (scorecards).
    • Monitor changes in the marketplace.
    • Track the success of marketing tactics and strategies.
    • Cross-category benchmarking.
    • Assess category performance between time periods.


    Key Measures:

    • Category Volume Share
    • Type Volume Share
    • Penetration
    • Volume per Purchase
    • Purchases per Buyer
    • Purchase Cycle
    • Share of Requirements (Loyalty)
    • Price per Volume
    • % Volume Any Trade Deal
    • % Volume Feature
    • % Volume Display
    • % Volume Price Reduction
    • % Volume Manufacturer Coupon
    • Average % Off On Price Deals


    More information:

    Access via WRDS

  • Markit

    Markit’s pricing and reference data use contributions from global institutions. Markit’s growing set of asset classes is used throughout the industry for mark-to-market, research reference, risk control and forecasting activities.


    Markit Securities Finance Data
    Gain insight into the market of security lending — valuable tool for understanding market efficiency and limits to arbitrage.


    Key Benefits:

    • Wider cross sectional coverage: Unlike shorting data used in prior research, MSF data is not from a single proprietary data source, which guarantees a much wider cross-sectional coverage. This broad market representation can largely eliminate biases caused by coverage niche by the data provider (e.g., small cap stocks, or certain economic sectors).
    • Longer time series span: MSF provides monthly data starting in 2002 and daily data starting in 2004, which adds to over a decade worth of shorting data. In contrast, most empirical research relies on a much shorter time series data obtained from a proprietary data provider, usually between 18 months and 3 years.
    • Global reach: In addition to short interest data for the North American market, MSF also provides security financing data for major mature markets, including GBR, DEU, FRA, JPN, HKG etc. Markit is the only WRDS data vendor providing international coverage to this extent.
    • Understanding the fixed income market: On top of traditional equity security lending data, MSF carries a suite of data on security lending activity in the global bond market as well covering over 200,000 corporate and sovereign bonds, equivalent to more than 90% of the lending activity.



    • More than $15 trillion of global securities in the lending programs of 20,000+ institutional funds
    • 3 million intraday transactions with 8+ years of daily history
    • Data is sourced directly from leading industry practitioners - prime brokers, custodians, asset managers and hedge funds
      Markit Credit Indices data


    Global credit default swap indices covering loans, corporate, municipal and sovereign debt across Europe, Asia, North America and Emerging Markets.


    Key Benefits:

    • Enhancement of liquidity in the single-name CDS market
    • Indices represent the most liquid segment of the market
    • Identify sentiments on credit as an asset class



    • 40% of total notional in the DTCC Trade Information Warehouse is comprised of Markit Credit Indices
    • 4 types of debt referenced by various index families
    • 35+ banks are licensed as market makers for the Markit


    Markit CDS data

    Used by more than 300 firms for mark-to-market, Markit provides high quality CDS pricing data including CDS composite and contributor level data on approximately 3,000 individual entities. Markit receives contributed CDS data from market makers from their official books and records.


    Key benefits:

    • Independent pricing valued by investors
    • Rigorous data cleaning to ensure only the highest quality data is used in forming composite prices
    • Data available at tier, maturity, currency and doc clause levels
    • Wide breadth and depth of coverage
    • The industry’s richest historical data, going back as far as 2001
    • Flexible access to data via multiple delivery channel including, Markit Desktop and automated download


    Key functions:

    • Complemented by Markit Sameday for regional snapshots updated 4 times a day
    • Seamless integration with the industry standard CDS identifier Markit RED
    • Incorporates standard Industry Classification Benchmark (ICB) sectors
    • Integration with Markit iTraxx and Markit CDX index prices
    • Direct access to Markit analysts for price challenges
    • Ability to integrate data into internal systems or third party solutions


    Markit RED

    Markit RED is the central source of CDS reference data; enabling counterparties to rapidly agree on transactions and to have confidence in the integrity of the underlying reference data. Markit RED CDS provides verified reference data to the credit derivatives market. Confirming CDS trades with accurate data is essential for managing risk and maintaining operational efficiency in the market.


    Key Benefits:

    • RED confirms reference entity, reference obligation, corporate event and credit index data
    • Provides verified index and constituent information for the credit indices including updated weighing and index factors upon a credit event
    • Verified corporate actions, CDS succession events and credit events
    • Legally verified reference entity and obligation data
    • Confirmed index data
    • RED codes are used to confirm trades on MarkitSERV and other trade matching and clearing platforms.
    • RED reduces risk, enables timely trade execution and facilitates Straight-Through-Processing (STP).


    More information:

    Access via WRDS

  • Mergent FISD

    The Mergent Fixed Income Securities Database (FISD) is a comprehensive database of publicly-offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers as well as transactions by insurance companies.


    • Issuer specific information includes:
      • Industry codes, S.I.C. codes and N.A.I.C.S. codes.
      • Ticker and exchange listings.
      • Issuer names and parent relationships.
      • Bankruptcy and default detail.


    • Issue specific data includes:
      • Full call, put and sinking fund schedules and call frequency codes.
      • Structured security flags and detailed information.
      • Floating rate formulas, current rates and coupon schedules.
      • Fitch IBCA, Moody's, S&P and Duff & Phelps credit ratings.
      • U.S. Treasury auction information.
      • Convertible debt information.
      • Underwriters, trustees and fiscal agents.
      • Unit deals and warrant information.


    • Transaction information includes:
      • All bond acquisitions reported since 1994 by insurance companies
      • All bond disposals (sales, redemptions) since 1995 by insurance companies


    The entire collection is based upon two sources: the FISD Academic Database, provided by Mergent, Inc. and a record of bond transactions by insurance companies also provided by Mergent.


    More information:

    Access via WRDS

  • Mergent Intellect

    Mergent Intellect is a highly flexible web-based application that features a deep collection of worldwide business information that enables companies to generate insightful business intelligence. Coupling Mergent's expertise in developing products for the reference marketplace with D&B®'s private company database, Mergent Intellect offers new and existing clients a unique opportunity to access private and public U.S and international business data, industry news, facts and figures, executive contact information, the ability to access industry profiles and much more.


    More information:

    Access Mergent Intellect via OSU Library (OSU ID required)

  • Mergent Online

    Provides fully searchable database of over 10,000 U.S. public companies and company archives data In addition, data covers over 8,000 dead stocks. Includes factsheets, institutional holdings, equity research reports and U.S. executive biographies. Industry reports provide in-depth analysis of key industries worldwide. Coverage: 1995 - present. Updated twice a year.


    More information:

    Access Mergent Online via OSU Library (OSU ID required)

  • Morningstar Investment Research Center

    Morningstar Investment Research Center is an all-inclusive investment research database designed specifically for libraries. Morningstar provides independent and in-depth recommendations and research on stocks, mutual funds and exchange traded funds, all in an easy to use, easy to understand format. Coverage includes the following:

    • 24,000 funds and 10,000 stocks (including international securities)
    • 2000 stock analyst reports and 2000 fund analyst reports
    • 259 Sector, Category, Index and Industry returns and reports
    • Help and Education section - including Investment Centers
    • 850 reports on ETFs
    • COUNTER compliant statistics
    • Flexible pricing options including remote access
    • Web-based training for librarians and patrons


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  • MSCI Stats (KLD)

    MSCI (formerly KLD Research & Analytics, Inc.) is the leading authority on social research for institutional investors. To meet the needs of social investors, KLD provides research, benchmarks, compliance, and consulting services analogous to those provided by financial research service firms. KLD has been providing research products and services to the financial services market since 1988. Featuring the largest corporate social research staff in the world, KLD produces high-quality consistent research that institutions have come to rely on.


    More information:

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  • Option Metrics

    Ivy DB OptionMetrics is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities and option sensitivities. With Ivy DB OptionMetrics, you'll be able to backtest trading strategies, evaluate risk models and perform research on all aspects of options investment.


    Ivy DB OptionMetrics contains data on all US exchange- listed and NASDAQ equities and market indices as well as all US listed index and equity options starting from January, 1996.


    Prices, Adjusted Returns, Dividends and Corporate Actions
    Ivy DB OptionMetrics contains high, low and close prices for all securities; calculated daily cum- and ex-dividend total returns; and best bid, best offer, last trade price, volume and open interest for options. A complete history of dividend, split and special payment information including announcement date, ex-date, payment date and type of payment is available for each security.


    Implied Volatility and Sensitivities
    With each option price quote is stored the option's implied volatility, calculated using American or European models where appropriate. All option calculations use historical LIBOR/Eurodollar rates for interest rate inputs and correctly incorporate discrete dividend payments. Standard option sensitivities (delta, gamma, vega/kappa, and theta) are calculated as well.


    Option Price Continuity
    Option data is directly linked with the underlying issue data to ensure consistency of the historical series even when option symbols or strike prices change. Options on a particular underlying can be tracked over the entire range of historical dates regardless of changes to the underlying ticker symbol or CUSIP.


    Standardized Expirations
    An additional set of standardized at-the-money-forward options is constructed via interpolation for each underlying series every day, and implied volatilities are computed at 30, 60, 91, 182, and 365 day expirations (longer expirations are available for some series). With this, one can observe the dynamics of the implied volatility term structure.


    More information:

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  • Penn World Tables

    The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002 (CICUP).


    More information:

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  • Pensions and Investments Research Center Data

    This analytical tool gives users access to profiles and data on pension funds, money managers and investment consultants including five years of historical data that can be sorted and viewed by type of plan, asset class, assets under management and various demographic criteria.


    More information:

    Access via SSB Computer Labs
    Individual accounts available for faculty and faculty sponsored graduate students. Contact Department of Finance (Email: or phone: 405-744-5199) for more information.

  • PHLX

    The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation. As one of North America’s primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services.


    The PHLX trades more than 2,800 stocks, 740 equity options, 12 sector index options and 100 currency pairs. On the equity floor, PHLX’s PACE (Philadelphia Automated Communication and Execution) system was one of the first automated equity trading systems on any exchange.


    The PHLX’s Semiconductor Sector (SOX) Index Option has become one of the most actively traded sector index options offered by any exchange and serves as a widely quoted benchmark of the high-tech industry. Additionally, the Oil Service Sector (OSX) is the industry’s most successful new sector index option. Furthermore, the PHLX’s Gold/Silver Sector (XAU), KBW Bank Sector (BKX) and Utility Sector (UTY) are established in a highly competitive environment of other indices as leading industry indicators.


    In perhaps one of the most important innovations since listed currency options themselves, the PHLX has created a unique market structure for the trading of currency options. Titled the United Currency Options Market (UCOM) provides unprecedented flexibility and the availability of both standardized and customized currency options. Customized currency options offer choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs.


    More information:

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  • Regional Business News

    Incorporates 75 business journals, newspapers and newswires covering all metropolitan and rural areas within the United States. The database includes indexing, abstracts and full text Coverage varies by title, many from 1993 - present.


    More information:

    Access Regional Business News via OSU Library (OSU ID required)

  • RIA Checkpoint

    Provides comprehensive annotated explanations for all facets of Federal, state, estate and gift and tax court related information. Includes Federal and state tax forms. Updated: Daily, which allows you to follow pending tax issues from legislation through litigation.


    More information:

    Access RIA Checkpoint via OSU Library (OSU ID required)

  • SDC Platinum

    SDC Platinum is a product of Thomson Financial Securities Data. SDC Platinum offers detailed information on new issues, M&A, syndicated loans, private equity, project finance, poison pills and many more. SDC Platinum provides an extensive query and report database for the private equity industry and buyout financing. The VentureXpert, Global Public Finance, Securities Trading and Corporate Restructurings databases are also available in SDC but are not included in our subscription.


    More information:

    Access via SSB Computer Labs

  • SEC Order Execution

    On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads - the spreads actually paid by investors whose orders are routed to a particular market center. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.


    Data is available on WRDS through 2005 and is no longer updated.


    More information:

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  • Standard and Poor’s NetAdvantage

    A comprehensive, professional source of investment information and analysis on industries and companies from many of Standard & Poor's popular publications, including S&P Industry Surveys and S&P Stock Reports. Full text of stock, bond and mutual fund guides and reports; earnings and dividends reports; comprehensive company information; industry surveys for 52 major U.S. industries; and directories of companies, executives and security dealers; global industries and companies reports. Data can be viewed, printed, downloaded or exported to a spreadsheet. Updated daily.


    More information:

    Access Standard and Poor’s NetAdvantage via OSU Library (OSU ID required)

  • 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), American Stock Exchange (AMEX), NASDAQ National Market System (NMS) and SmallCap issues.


    More information:

    Access via SSB Computer Labs


    FINRA is the Financial Industry Regulatory Authority, a non-governmental regulator of the entire securities industry. It was formed in the summer of 2007 from the NYSE and the NASD.


    TRACE - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.


    Introduced in July of 2002, TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.


    The TRACE Historical Time and Sales data is available through WRDS. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield and volume.


    More information:

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  • Value Line

    Value Line tracks approximately 1,700 large-cap stocks, as well as 1,800 small & mid-cap stocks, in over 100 industries. Value Line ranks stocks for probable market performance over the next 6 to 12 months providing full page reports with financial data and proprietary analysis.


    More information:

    Access Value Line via OSU Library (OSU ID required)

  • Zacks Trial – Trial Coverage

    Limited date range for 100 of the largest global companies.

    Zacks data can be used to empirically analyze analysts’ forecasts and their revisions, price targets and recommendations (e.g., construct popular measures such as consensus forecast, earnings surprises, analyst track records, etc).


    Zacks Investment Research, based in Chicago, Ill., has been a leading provider of research, market data and quantitative models to institutional investment management firms in the US and Canada for over 30 years. Recognized for quality, consistency and reliability, Zacks provides institutional and individual investors with the analytical tools and financial information necessary to the success of their investment process. Founded in 1978, Zacks' early contribution to investment analysis was the discovery that earnings per share estimate revisions are the most powerful force affecting stock prices. This discovery is built into the Zacks Rank proprietary methodology for predicting stock price performance. The Zacks Rank has produced average annual returns in excess of 28% since 1988. The premier source of analysts' earnings forecasts, today Zacks produces data feeds for estimates, ratings, earnings report data, fundamental data and institutional holdings for US and Canadian traded equities as well as investment research reports and research software tools for investors.


    Both Detail and Summary Historical Files will be available for both Estimates and Recommendations, though, broker permissioning may restrict the scope of the coverage in the Detail database. Alongside the core datasets (estimates and recommendations), Zacks database will also include pre-announcement history (analogous to company-issued guidelines in First Call), EPS and Sales Surprises and Price Targets. Additionally, Zacks provides the broker translation table containing the correspondence between broker/analyst codes and their respective names.


    U.S. and Canada



    • Consensus and Details EPS (earning per share) and Long-Term Growth (LTG Estimates)
    • Actuals
    • Quarterly EPS and LTG Estimates
    • EPS Surprise
    • Consensus and Details Recommendations
    • Sales Surprise
    • Sales Consensus
    • Target Price Consensus
    • EPS Pre-Announcements


    More information:

    Access via WRDS


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