Business: Research Data Sets

Limited-Access Data by Request

To inquire about access to these data sets on the Wharton Research Data Services platform, contact Jonathan Whittinghill, Research Consultant in the Foster School of Business.

Audit Analytics
SEC registrants on active audits, accounting firms, fees paid, restatements, federal litigation data, SEC staff reviews and company responses, and IPOs, bankruptcies, and shareholder activism information.
Bank Regulatory
Balance sheets, income statements, acquisitions and mergers, and off-balance sheet data from institutions regulated by the FDIC, the Federal Reserve, and the Comptroller of the Currency.
Blockholders
Compact Disclosure data on large-block of stock holdings. Reportedly cleaned of mistakes and biases, and made freely available by the researchers.
BoardEx
Boards memberships of publicly-traded companies and some private companies in North America.
CBOE
VIX index of a stock index option’s expected 30-day volatility for S&P 500 companies. Includes S&P 500, Dow Jones, and NASDAQ indexes.
Compustat - Capital IQ
Compustat North America includes company- and executive-level information on publicly held companies.
CRSP
Datasets updated either quarterly or annually on security prices and other financial instruments.
DMEF Academic Data
Anonymized buying history for approximately 100,000 customers of catalog businesses.
Dow Jones
Daily and monthly information on the Dow Jones Composites.
Fama French & Liquidity Factors
Fama French factors as constructed from the returns from the intersection of various portfolios. Pastor-Stambaugh and Sadka liquidity factors are also included.
Federal Reserve Bank Reports
Foreign exchange rates, interest rates on treasuries, and other select instruments.
GOVPX
Treasury benchmark intraday prices for active and off-the-run treasury issues (2003-2008).
IBES
Earnings estimates for more than 5,800 U.S. and 12,400 international companies (1970- ).
Infogroup Historical Business & Consumer Data
Geo-referenced information on U.S. household consumer profiles and U.S. business establishment address-level data.
Institutional Shareholder Services (ISS)
Data on governance decisions, executive compensation, individual board directors, voting analytics and shareholder proposals.
ISSM
Tick-by-tick data from NYSE and AMEX (1983-1992), and NASDAQ (1987-1992).
Mergent Fixed Income Securities (FISD)
U.S. public bond issues and issuers, bond ratings, redemptions, and insurance-company bond purchases and sales.
Municipal Securities Rulemaking Board (MSRB)
Over-the-counter municipal securities transactions by municipal entities (states, counties, cities, etc.).
Nielsen
Marketing data sets of purchasing behavior across the U.S.
OTC Markets
End-of-day pricing on 10K securities traded on OTCQX, OTCQB and OTC Pink.
Penn World Tables
National income accounts data converted to international prices for ease of comparison (1950-2010).
Peters and Taylor Total Q
A variation of Tobin’s Q, Total Q is a ratio of a firm’s market value to their total assets. Includes replacement costs of intangible capital in the denominator.
PHLX
Philadelphia Stock Exchange Currency Options and Implied Volatility (1983-1997).
Public
Public domain datasets from various sources: New York Yellow taxi trips, Bureau of Economic Analysis, Bureau of Labor Statistics, and health care-related data on procedures and diagnoses, expenditures, and prescriptions.
RavenPack News Analytics
Named entities and financially relevant events as reported in Dow Jones publications, Wall Street Journal, press releases.
Refinitiv
Mutual fund holdings, institutional holdings, and Dealscan (commercial loan market). Formerly known as Thomson Reuters.
Research Quotient
Estimated change in revenue resulting from a 1-percent increase in research and development.
SEC Order Execution
Execution of stock orders routed through major U.S. market centers (2000-2005).
TAQ
Intraday transactions for NYSE, AMEX, and NASDAQ securities. Plus short sales data.
TRACE
Corporate bond price information.
WRDS Bond Returns
Corporate bonds maintained by WRDS and linking with TRACE and CRSP information.
WRDS SEC Analytics Suite
SEC filings and 13f holdings

Text Analytics & Visualization

TDM Studio
ProQuest TDM Studio is a cloud-based tool allowing researchers at UW the ability to text data mine (TDM) large sets of content published in news, scholarly, and other publications that the University of Washington Libraries licenses from ProQuest.

Text Mining Support
Consultations, tools, and workshops from UW Libraries to support text mining.