Wharton Research Data Services (WRDS)
(Access: WRDS Web site)
WRDS is available to the campus through a subscription held by the Graduate School of Management. The subscription covers all UC Davis standing faculty, full-time research staff, and currently-enrolled PhD students. Users can request access at wrds.wharton.upenn.edu/wrdsauth/account_req.shtml.
WRDS includes the following databases:
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Bank Regulatory Databases: accounting data for Bank Holding Companies, Commercial Banks, Savings Banks, and Savings and Loans Institutions.
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WRDS includes the following databases:
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Bank Regulatory Databases: accounting data for Bank Holding Companies, Commercial Banks, Savings Banks, and Savings and Loans Institutions.
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Blockholders: standardized data for Blockholders of 1,913 companies.
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CBOE (Chicago Board Options Exchange) Volatility Index (VIX): key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
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DMEF (Direct Marketing Educational Foundation): 4 data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses
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Fama-French Portfolios: constructed from the intersections of 2 portfolios formed on size, as measured by market equity (ME), and 3 portfolios using, as proxy for value, the ratio of book equity to market equity (BE/ME).
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Federal Reserve Bank Reports: 3 databases, foreign exchanges, interest rates, and coincident state indexes.
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Penn World Tables: national income accounts-type of variables converted to international prices.
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UCOM (United Currency Options Market): offers choice of expiration date, strike (exercise) price, premium payment and any combination of 10 currencies currently available for a total of 100 possible currency pairs.
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SEC Disclosure of Order Execution: monthly, electronic disclosures of basic information concerning market centers that trade national market system securities on a stock-by-stock basis.
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TRACE: transaction data for all eligible corporate bonds.
The data collections provided by the IGA Library & Data Archive are licensed for campus access. In some cases, access is restricted to UC Davis faculty, staff, and students with valid university computing accounts (UC Davis user id / Kerberos password). In other cases, access is restricted to the campus network. Data are made available with the understanding that they are to be used for not-for-profit academic research only and are not to be copied or otherwise made available to any third party. All data used for research should be given an appropriate citation in any resulting published work.