Governance datasets contain info on classic takeover defenses and other corporate governance provisions. Institutional Shareholder Services (ISS): Find wide-ranging info on company directors. IBES (I/B/E/S from Thomson Reuters): Large database containing Detail History of forecast changes, Summary History of historical company data, Unadjusted Detail, Recommendations by Thomson Reuters analysts, and Information on currency rates. companies on firm and industry levels across categories like Capitalization, Efficiency, Financial Soundness/ Solvency, Liquidity, Profitability, and Valuation. Two liquidity risk datasets are also available.įederal Reserve Bank Reports: These reports contain two databases from Federal Reserve Banks – the Foreign Exchange Rates (FX) and Interest Rates (WRDS RATES).įinancial Ratios Suite by WRDS: Offers 70+ pre-calculated financial ratios for U.S. Daily and monthly databases include: Basic and Volume Event Study, Cross Sectional, Event Parameters Approach, and Eventus Alternative for 'Calendar-time Portfolios'.įama French Portfolios and Factors: The Fama-French portfolios contain asset pricing models from 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. Track M&As, new capital issues, and announcements of macroeconomic variables such as trade deficits or unemployment levels.Įventus Software: Event study platform using data read directly from CRSP stock databases or from pre-extracted sources. Available data begins in 1970.Įvent Study by WRDS: Contains sources for creating instant visualizations of the effects of events. Efficient Frontier by WRDS: Provides risk analysis information searchable by company.
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