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Finding and Managing Data for Research

 
 

Finance

Sources | By Subject

Bloomberg (MIT Sloan only)
Contains world financial data including pricing for stocks, bonds, indices, money markets, currency, and mortgages 15 minutes after actual trading.
Available on a workstation in E52-010.

Compustat via WRDS (MIT only: certificates required)
Provides annual and quarterly income statement, balance sheet, statement of cash flows, and supplemental data items on most publicly held companies. Also contains information on aggregates, industry segments, banks, market prices, dividends, and earnings. Via WRDS.

CRSP via WRDS (MIT only: certificates required)
Most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. Additional files provide stock indices, treasury bond and risk-free rates, and mutual fund databases. Via WRDS.

Datastream (MIT only)
Comprehensive financial and economic database with domestic and international coverage, including:

  • up to 25 years of data for more than 37,500 equities from 57 countries
  • over 12,000 stock market and bond indices from 1965
  • 1,000 daily and weekly interest rates from over 30 countries
  • 68,000 fixed income instruments from 23 countries
  • over 87,000 economic time series
Available on a workstation in Dewey Library or in the Sloan Trading Room, E52-010.

EDGAR
Database of documents, mostly financial in nature, submitted by companies and others required by law to file forms with the U.S. Securities and Exchange Commission (SEC).

Factiva (MIT only)
Contains price quotes for stocks, currencies, market indices and selected funds for recent past years.

FDIC Call Report via WRDS (MIT only: certificates required)
Contains financial data and history of 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. Via WRDS.

Federal Reserve Bank Reports via WRDS (MIT only: certificates required)
Contains three databases Via WRDS:

  • foreign exchange rates for over 30 world currencies and trade-weighted indices
  • selected interest rates for U.S. Treasuries and private money market and capital market instruments
  • FRB-Philadelphia State Indexes

FRED
Federal Reserve Bank of St. Louis database of over 13,000 historical U.S. financial and economic time series, including interest rates, commercial banking and monetary data. Includes GeoFRED, a data-mapping tool which displays color-coded employment data on the state, MSA, and county levels.

FreeLunch.com (Requires registration)
Provides access to basic and mostly U.S. financial and economic data.

Global Financial Database (MIT only)
Collection of international and U.S. financial and economic data. Has more than 6500 current and historical (some back more than 100 years) data series covering over 150 countries.

Global Insight
Historical data on national income accounts, balance of payments, foreign debt, exchange rates, money supply, and employment, among other categories. Provides access to the Basic U.S. Economic Indicators and International Economic Indicators data banks. Global Insight can be accessed via one of two interfaces:

GSIOnline via WRDS (MIT only: certificates required)
Mergers and Acquisitions (M&A) Database from GSIOnline covers change in control transactions as well as significant acquisitions or sale of assets, equity, subsidiaries or business divisions. Via WRDS.

I/B/E/S via WRDS (MIT only: certificates required)
Provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations. Via WRDS.
Note: I/B/E/S requires WRDS users to submit a request form and to wait for approval before using the data.

ISI Emerging Markets (MIT only)
Financial, economic, company and business data from selected emerging markets.

International Financial Statistics (MIT only)
Economic time series data data for member countries of the International Monetary Fund, covering approximately 26,000 economic concepts, including exchange rates, prices, production, trade, balance of payments, banking and financial systems, employment, and many other indicators.

MARHedge Performance & Evaluation Directory (MIT only)
Provides descriptive and performance information on individual hedge funds and funds-of-funds, as well as sector rankings of top-performing hedge funds by compound annual return and Sharpe ratio.
Available on a workstation in Dewey Library.

Mergent Online (MIT only)
Provides detailed information about U.S. and International public companies. Content includes: links to SEC EDGAR filings, current and archived company profiles and annual reports, historical financial and stock price data, equity research reports, and industry reports.

Meridian Online (MIT only)
Contains exchange-level historical and current data, performance measures, and more for over 45 stock exchanges around the world. In addition to exchange-level data, provides coverage of over 850 industry sectors and market indices.

Morningstar Principia Pro Plus for Mutual Funds (MIT only)
Mutual funds data.
Available on a workstation in Dewey Library.

Mutual Funds Holdings via WRDS (MIT only: certificates required)
From Thomson Financial, this provides mutual funds holding U.S. and Canadian securities (CDA/Spectrum s12) and institutional 13(f) common stock holdings and transactions data. Via WRDS.

SDC Platinum (MIT only)
Data on corporate equity and debt issues, including initial public offerings, corporate mergers and acquisitions, and venture capital. MIT users have access to:

  • Global New Issues
  • Syndicated Loans
  • Mergers & Acquisitions
  • VentureXpert; VentureXpert (MIT only) also is available in a web-based edition

Available on workstations in Dewey Library and via software download.

Standard & Poor’s Statistical Service
Data on finance, commodities, production, labor, construction, and S&P stock and industry indices.
Basic Statistics: Dewey Library - Reference Collection | HG4915.S66
Security Price Index Record: Dewey Library - Reference Collection | HG4915.S68

Stocks, Bonds, Bills and Inflation … Yearbook
From Ibbotson Associates, gives rates of returns on the capital markets in the U.S. from 1926 to latest year. Includes returns for large and small company stocks, corporate and government bonds and inflation.
Dewey Library - Reference Collection | HG4915.I25

TAQ via WRDS (MIT only: certificates required)
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 Small Cap issues. Via WRDS.

 

 

 

 

 

 

 

 

 

 

 

 

This page was last updated on 10/03/07

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Dewey Library

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