BIZ1 #03-20

http://bschool.nus.edu.sg/Departments/FinanceNAccounting/financialdatabase.htm

Contact : Ms Richa Gupta (6516 5180)bizrg@nus.edu.sg

Financial Databases

History

The Financial Database (FDB), started in July 1981, is maintained by the School of Business, National University of Singapore.

The FDB provides faculty staff and students quick and easy access to a comprehensive database of financial and economic information on various financial markets world-wide.

Committee

Chairman: Dr. Low Chee Kiat

Members: Dr. Mujtaba G. MianDr. John M. SequeiraDr. Yeo Wee Yong

Technical Officer: Richa Gupta

Databases ..........

The FDB has subscribed to several large financial databases: –

WRDS (Wharton Research Data Services)CRSP (Center For Research In Security Prices)Standard & Poor’s PACAP (Pacific Basin Capital Markets Database)CSMAR (China Stock Market and Accounting Research)TAQ (Trade And Quotes)ISSM (Institute for Study of Security Markets)I/B/E/SDataStreamSDC PlatinumShareworldInsiders13 FThomson Research

Wharton Research Data Services

http://wrds.wharton.upenn.edu

Internet based service

FDB has subscribed to the following databases through WRDS :– Compustat, EMDB and Executive Compensation from Standard & Poors– Daily and Monthly Stocks, Indices, Mutual Funds, Monthly US Govt.

Bonds and CRSP-Compustat Merged Database from CRSP– IBES– PACAP (Pacific Basin Capital Markets Database)– Trade & Quotes (1993-2005)– Institute for the Study of Security Markets (ISSM) – 13F and Insiders Filing data from Thomson Financial– Eventus

Center For Research In Security Prices (CRSP)http://www.crsp.chicagogsb.edu/products/index.html

CRSP US Stock Databases (Daily and Monthly)

Cover common stock issues listed on the NYSE, the AMEX and the Nasdaq Stock Market

Complete historical descriptive information and market data

Coverage:The New York Stock Exchange (NYSE)

Dec 1925The American Stock Exchange (AMEX)

Jul 1962The Nasdaq Stock Market (NASDAQ)

Dec 1972

CRSP US Treasuries (Monthly)Complete historical descriptive information and market data including prices, returns, accrued interest, yields and durations for US Treasury bills, notes and bonds

CRSP US IndicesProvides market indices

CRSP Mutual FundsProvides monthly return, asset, and nav data for open-ended mutual funds of all investment objectives, principally equity funds, taxable and municipal bond funds, international funds, and money market funds

Center For Research In Security Prices (CRSP)

CRSP Compustat Merged DatabaseAllows descriptive data such as price, delisting and distribution information in CRSP’s stock data files to be retrieved concurrently with income statement, balance sheet, cash flow, and supplemental data from Compustat’sfundamental data files. The data includes active and inactive stocks

Center For Research In Security Prices (CRSP)

Standard & Poor's Databaseshttp://www.compustat.com/www/

The Compustat (North America) DatabaseU.S. and Canadian public companies20 years of annual data history (optional history available to 1950)

The Compustat (Global) DatabaseUp to 12 years of annual history

Compustat (Back Data)Annual data back to 1950 and quarterly data back to 1962

Executive CompensationIncludes data from 1994 mainly for S&P 1500 companies

Standard & Poor's Databases

Emerging Markets Database (EMDB)http://www.spglobal.com/indexmainemdb.html

Includes market performance, indicators, market capitalization, monthly value traded, local stock market price indexes, prices in local currency and US dollars, etc. Includes two series of indexes, the S&P Global (S&P/IFCG) Index and the IFC Investible (IFCI) index series 60 Markets (countries)

Pacific Basin Capital Markets Database

http://www.cba.uri.edu/PACAP

Contains extensive information on all listed companies from each country's major stock exchange including: daily security prices and returns, capital distributions, financial statements,market indices and returns, and economic statistics.

Data is updated annually . Begins from 1975

Comprises of 12 files for each country.

FDB had subscribed the PACAP data for the following countries: Hong Kong, Japan, Korea, Malaysia, Singapore, Taiwan, and Thailand

Trade And Quote http://www.nyse.com

Collection of intraday trades and quotes for all securities listed on the New York Stock Exchange, American Stock Exchange, Nasdaq National Market System and SmallCap issues.

Available monthly on CD-ROM and WRDS.

Institute for Study of Security Markets

Contains tick-by-tick data covering the NYSE and AMEX and NASDAQ NYSE and AMEX: between 1983 and 1992 NASDAQ: between 1987 and 1992.

China Stock Market & Accounting Research (CSMAR)

Jointly produced by GTA Information Technology Co. Ltd. and the China Accounting and Finance Research Center of the Hong Kong Polytechnic University

FDB has subscribed toTrading DataFinancial dataCorporate Governance Research Data

Comprises of key data sets from both developed and emerging markets Equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives

Thomson Financialhttp://www.thomson.com/

Thomson Financial

U.S. data back to 1976 and international data back to 1987FDB has subscribed to the following

databases– I/B/E/S Current Forecast Data :

• Offered on a summary (consensus) level or detailed (analyst-by-analyst) basis

• Accessed through the DataStream

– I/B/E/S Historical Forecasts : • Presents a unique opportunity

for back testing investment theories in a variety of global market conditions.

Thomson Researchhttp://research.thomsonib.com

A source for complete company information on thousands of US and international companies.

Shareworldhttp://www.shareworld.tfsd.com/

Global securities ownership data Most current information on institutional holdings transactions and the people and firms involved

Thomson Financial

SDC Platinumhttp://www.tfibcm.com/

M&AGlobal New IssuesVenture Expert

13 F Database– Provide detail on holdings

of US equities – Based on documents filed

by registered investment companies and professional money managers

Insiders– Files are designed to

capture all insider activity as reported on SEC forms 3, 4, 5, and 144.

Thomson Financial

Databases…….

Need InstallationDatastreamSDC PlatinumCSMAR

Accessed from WebShareworldThomson Research

Thank You