Database Tutorial: Wharton Research Data Services (WRDS): Home
What is WRDS?
Wharton Research Data Services (WRDS) is a data research platform that provides single-point access to a wide range of datasets across multiple disciplines including finance, accounting, economics, and sustainability.
What Are Included?
PSU subscribes to a number of datasets and tools on WRDS. They are listed under "Current Subscriptions" on the landing page after logging in. Subscribed datasets may change depending on faculty needs. Current subscriptions (last updated Dec, 2018):
- Bank Regulatory: accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions.
- Beta Suite by WRDS: a powerful web based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way.
- Blockholders: standardized data for blockholders of 1,913 companies.
- CBOE Indexes: a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
- Compustat: U.S. and Canadian fundamental and market information on active and inactive publicly held companies. Includes Execucomp.
- Contributed Data: datasets contributed to WRDS by various academic researchers and faculty.
- CRSP: security price, return, and volume data on stocks and indexes, as well as quarterly data on Mutual Funds.
- DMEF Academic Data: buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses.
- Dow Jones: Dow Jones averages and Dow Jones Total Return Indexes.
- Efficient Frontier by WRDS: risk analysis information searchable by company.
- Event Study by WRDS: analyze market reaction to firm specific and market-wide events.
- Fama French & Liquidity Factors: 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.
- Federal Reserve Bank: foreign exchange rates and interest rates.
- Financial Ratios Suite by WRDS: web based engine that delivers over 70 pre-calculated financial ratios for all U.S. companies across eight different categories.
- Institutional Shareholder Services (ISS): Historical Directors data, Shareholder Proposals S&P 1500.
- Linking Suite by WRDS: allows our users to easily download link table between various heavily used databases on WRDS platform.
- MSCI (formerly KLD and GMI): annual data set of positive and negative environmental, social, and governance (ESG) performance indicators applied to a universe of publicly traded companies.
- MSRB: municipal securities transaction data.
- OTC Markets: closing quote, trade and security reference data for securities trading on the OTCQX, OTCQB, and OTC Pink Marketplaces.
- Penn World Tables: national income accounts-type of variables converted to international prices.
- Peters and Taylor Total Q: an improved Tobin’s q - replacement cost of intangible capital - by Ryan Peters (Tulane) and Lucian A. Taylor (Wharton).
- PHLX (Philadelphia Stock Exchange): includes Currency Options and Implied Volatility.
- Public: publicly available data from a variety of sources, such as BEA, BLS, and select Healthcare data.
- Research Quotient: analyze and measure the effectiveness of a firm's R&D.
- SAS Visual Analytics: interactive data visualization application templates let you look at more options, uncover hidden opportunities, identify key relationships and make precise decisions faster than ever before.
- SEC Order Execution: SEC-mandated disclosure of order execution statistics.
- TRACE: comprehensive, real-time access to corporate bond price information.
WRDS Reps for PSU
WRDS representatives approve, update, and disable user accounts. We strive to respond to your account request within 1 business day.
If you don't get a response for more than 3 business days, feel free to email us or contact WRDS support.
- Qin Lian, School of Business, firstname.lastname@example.org
- Kerry Wu, Library, email@example.com
Guides & Tutorials
After logging in, click on the "Support" and "E-Learning" tabs to get access to a large number of guides, tutorials, and other documentations on how to use WRDS.
The "Support" tab also includes a link to a form where you can submit your question. The support staff at WRDS are highly trained and have the expertise with both navigation and content.