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This is a list of dataset subscribed to by Columbia University as of August 6, 2024. You may contact business@library.columbia.edu if you have questions about accessing datasets.
Note: In the WRDS platform, you will see all the datasets available via WRDS. Items that are subscribed to by Columbia University are listed in blue. Items not subscribed to are listed in gray.
Audit Analytics: auditing information from the disclosures of public companies. Access includes:
Accounting + Oversight: A proprietary taxonomy focusing on Critical Audit Matters and PCAOB Reports, and an Accounting Quality Risk Matrix to identify companies with significant risks.
Audit + Compliance: Audit Fees, Audit Opinions, Financial Restatements, and more, Audit + Compliance collects data from a multitude of sources and normalizes it so that you can focus on new analysis.
Corporate + Legal: Critical Audit Matters and PCAOB Reports, and an Accounting Quality Risk Matrix to identify companies with significant risks.
Bank Regulatory by WRDS: provides accounting data for bank holding companies, commercial banks, savings banks, and savings and loan institutions.
Beta Suite by WRDS: a web-based tool allowing researchers to calculate stocks’ loading on various risk factors in a timely way. The tool is designed with flexibly in mind, capable of handling monthly, weekly and daily rolling regression on common set of market risk factors.
Blockholders: free database of large-block shareholders created by researchers in 2004 (1996-2001)
Bond Returns by WRDS: allows researchers to easily and effectively access cleaned datasets of corporate bond transactions, sourced from TRACE Standard and TRACE Enhanced datasets, along with a separate dataset for monthly price, return coupon, and yield information for all corporate bonds traded since July 2002.
Boardex: information on 1.7 million corporate executives and board members from over 2.2 million organizations. Announcements, company & individual profiles, committee details, networks/associations, compensation. Biographical data includes details such as age, gender, positions held, educational qualifications, compensation and stock holdings.
Bureau van Dijk: provides information on public and private companies. Includes AMADEUS, Bank Focus, & ORBIS.
CBOE Options: measures market volatility for S&P 100, S&P 500, NASDAQ, & DJIA.
Compustat-Capital IQ: S&P Global Market Intelligence Data Through Wharton Research Data Services via:
Compustat: financial and market information for North America, Bank, Global, Historical Segment, Execucomp and Snap.
Capital-IQ: delivers comprehensive fundamental and quantitative research and analysis solutions to over 4,200 investment management firms, investment banks, private equity funds, advisory firms, corporations, and universities worldwide. Access includes:
Contributed Data: databases contributed by academic researchers and faculty
CRSP: The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets (1925-2023; updated annually). Treasuries and risk-free rates available daily from 1961, monthly from 1925.
DMEF Academic Data: Direct Marketing Educational Foundation contains customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses.
Efficient frontier by WRDS: web based tool that calculates Efficient Frontier, Optimal Complete Portfolio, Optimal Risky Portfolio as well as Minimum Variance Portfolio.
European Short Data by WRDS: short positions reported by institutional investors under the EU236 Rule (2019-2023).
Event Study by WRDS: research tool used to measure market reaction to firm-specific and market-wide events using either returns or volume around the time when the event occurred.
Eventus: performs event studies using data read directly from CRSP stock databases or pre-extracted from any source.
External Data Sources: a curated list of publicly available data from municipal governments, Finance, Healthcare, Political, Real Estate, Technology, Transportation, Geography & Climate.
Factors by WRDS: use backtester to design investment strategies
Fama-French Portfolios 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. The Fama-French data source is Kenneth French’s web site at Dartmouth.
Federal Judicial Center: contains data for federal bankruptcy, civil, criminal, and appeals court cases by the courts to the Administrative Office of the U.S. Courts from 1969-present.
Federal Reserve Bank Reports: Foreign Exchange rates (1971-2019) and Interest rates (1954-2020)
Financial Ratio Suite by WRDS: web based tool to access obtain both firm-level and industry-level ratios.
Historical SPDJ: Dow Jones Index Daily and Monthly (1896-2007).
IBES: summary and analyst forecasts of company earnings, cash flows, buy-sell-hold recommendations. Access available to IBES Academic (1970-current; updated quarterly) and IBES Guidance (1992-current; updated quarterly).
IHS Global Insight: comprehensive economic coverage of countries, regions and industries.
Infogroup: Now Data Axle (formerly Infogroup), contains geographic and residential information from public data sources.
Insiders Data by WRDS: information from SEC Insider filings Forms 3, 4, and 5. and FDIC Insider filings Forms 3, 4, and 5.
Intraday Indicators by WRDS: contains daily stock market indicators calculated using NYSE TAQ data.
IRI: access point-of-sale information for more than 11,000 grocery stores and 7,500 drug stores (1983-1997).
ISS ESG: access Environmental, Social & Governance Data (ESG) available via:
Director's U.S.: range of variables related to individual board directors (e.g., name, age, tenure, gender, committee memberships, primary employer and title, etc.
Governance: data on classic takeover defense and other corporate governance provisions, including: classified boards, cumulative voting, golden parachutes, poison pills, state takeover laws.
Incentive & Incentive Lab - Europe: access extensive Executive Compensation performance metrics, goals, and payout structure.
Voting Analytics: U.S. mutual fund voting records for all institutions filing the SEC form N-PX
ISSM: contains tick-by-tick data covering the NYSE and AMEX (1983-1992) NASDAQ (1987-1992).
Macro Finance Society: curates a list of datasets from several influential macrofinance papers.
Markit: provides independent data, valuations and trade processing across all asset classes (2001-current).
Mergent FISD: research market trends, deal structures, issuer capital structures, and other topics in fixed income debt (updated annually).
MFLinks: contains data that covers mutual fund performance, expenses, and related information to equity holdings data in the Thomson Reuters Mutual Fund Ownership data (updated annually).
MSCI (Formerly KLD and GMI): ratings that help measure a company’s long-term commitment to socially responsible investments and environmental, social, and governance (ESG) investment standards (2001-2017). MSCI ESG Direct contains the most recent 3 years ESG Data and MSCI ESG Time Series contains historical data.
OptionMetrics: data on U.S. options and their underlying securities, including historical price, implied volatility, and sensitivity information.
Options Suite by WRDS: option and equity level indicators derived from underlying option pricing data.
OTC Markets: access closing quote and trade data (2011-current).
Pastor-Stambaugh and Other Liquidity Factors: data related to The Pastor-Stambaugh Liquidity series as described by L. Pastor and R. F. Stambaugh in “Liquidity risk and expected stock returns” (2003, Journal of Political Economy 111, 642-685) and 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).
Peter and Taylor Total Q: data on firms’ “Total q” ratio and the replacement cost of firms’ intangible capital.
Philadelphia Stock Exchange (PHLX): currency and volatility options (1983-1997).
Public Data: data published by the U.S. Bureau of Labor Statistics (1913-2014), Bureau of Economic Analysis (1969-2013) and Healthcare Data (1996-2015).
RavenPack: real-time news analytics, including sentiment analysis and event data focused on business and financial applications.
Research Quotient: measures firm’s R&D productivity. Research Quotient = percentage increase in revenue from a 1% increase in R&D
SEC Order Execution: SEC-mandated Disclosure of Order Execution Statistics (2000-2005).
TAQ: provides transaction information at the intraday level (to the microsecond) covering over 10,000 stock issues listed on 16 major American exchanges, including the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and Nasdaq (2003-current).
Thomson/Refinitiv: global financial and economic data from the following resources:
DataStream: provides access global and historical financial data covering equities, stock market, commodities, currency, futures and economic data. Access includes Commodities Data, Equities Data, Economics Data and Futures Data.
Insiders Data: data files that reflect all insider activity reported on SEC (U.S. Securities and Exchange Commission) forms 3, 4, 5, and 144.
Institutional (13f) Holdings - S34: institutional holdings data is the 13f form that investment companies and professional money managers are required to file with the SEC on a quarterly basis.
Lipper Hedge Fund Database (TASS): quantitative performance data on over 7,500 actively reporting hedge funds and funds of hedge funds, plus over 11,000 graveyard funds.
Mutual Funds Holdings (S12): covers almost all historical domestic mutual funds, with the addition of a large collection of international funds from 2017Q4.
Worldscope: detailed financial statement data and profile data on public companies globally.
WRDS-Reuters DealScan: information on the global commerical loan market.
TRACE: OTC Corporate bond transaction data from FINRA..
Preqin: access Venture Capital and to Equity Data.
SEC Analytics Suite by WRDS: access SEC Filings, SEC 13F Holdings Data (2002-2023) & SEC Text Analysis (1993-2022).
Subsidiary Data by WRDS: contains parent company and subsidiary relationships for companies filing with the SEC between (1999-2019).
US Patents by WRDS: patents, citations, and links to compstat links between individual patents and Compustat companies
Venture Capital by WRDS: SEC Filings Forms 1A, 1K, IZ, C, D, Forms D Relationships.
World Indices by WRDS: Total Return indices (and dividents) for 39 plus countries, with Daily and Monthly World Indices as well as World Index Constituents.