External Databases
This page provides information on the databases that are relevant for research in Financial Economics, whether or not they are administered and owned by SHOF. A description of each database, together with access information is listed below. Most of the resources can be accessed through the SSE library, either through the computers in the library or the computer labs, using the e-resource on SSE library webpage. Note that access to some resources is restricted to the library computers only. Also note that if you wish to access SDC, Eikon or the WRDS package you will need to register online for a Thomson Reuters or WRDS account.
Capital IQ
Capital Structure comprises debt capital structure for over 60,000 global public and private companies and equity capital structure data on over 80,000 active and inactive companies worldwide. People Intelligence covers over 4.5 million professionals and over 2.4 million people including private and public company executives, board members, and investment professionals, globally.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKCOMPUSTAT
COMPUSTAT provides more than 300 annual and 100 quarterly income statement, balance sheet, statement of cash flows, and supplemental data items on more than 24,000 publicly held companies.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKMSCI GMI Ratings
GMI Ratings is the leading independent provider of global corporate governance and ESG ratings for companies worldwide. Ratings are built on extensive research and modeling that incorporates a broad spectrum of Environmental, Social and Governance (ESG) metrics as well as incorporating accounting transparency issues, to support the goal of identifying companies at risk. GMI Ratings is a signatory to the United Nations-backed Principles for Responsible Investment Initiative (PRI), a network committed to incorporating ESG research into the investment process.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKNordens största företag
Largestcompanies.com contains information on the largest companies in the Nordic countries, based on fiscal year reports from 50,000 companies ? the 20,000 largest from Sweden, and the 10,000 largest from Denmark, Norway and Finland respectively. The information is collected directly from the companies and the web site is updated all year round with closing information, financial ratios, address information, and names of key personnel such as chairman of the board, managing director, financial director, marketing director, IT manager, purchasing manager, technical director and personnel manager.
Accessible by: Everyone
LINKISS (formerly RiskMetrics)
RiskMetrics delivers to data for the new methodology to WRDS in four datasets identified as: RiskMetrics Group Historical Governance, Historical Directors data, Voting Results data, and Shareholder Proposal data. The Directors Data includes a range of variables related to individual board directors. The Governance Legacy set, formerly known as the IRRC Takeover Defense database, was an important element in Gompers, Paul A., Andrew Metrick, and Joy L. Ishii, Corporate Governance and Equity Prices, The Quarterly Journal of Economics 118(1), February 2003. We do not have access to the Voting Results data and Shareholder Proposal data.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKSDC Platinum
SDC Platinum is a Thomson Reuters? software application with web connection that is the industry standard for information on new issues, M&A, syndicated loans, private equity, project finance, poison pills, and more. SDC Platinum provides users with a robust database for analysing investment banking and deal trends, identifying comparable deals, monitoring deal activity, and generating industry-leading league tables and market-share analysis. This resource can only be accessed through the computer in the Bloomberg office at SHoF. Follow the link to book one of the 9AM-12PM or 1PM-4PM time slot. If it is the first visit to the Database room, stop by the reception to receive a copy of the Terms and Conditions for accessing these databases, and to sign an agreement.
Accessible by: all faculty, all PhD students(*) and students at the Stockholm School of Economics
LINKBank Regulatory
The Bank Regulatory Databases provide accounting data for bank holding companies, commercial banks, savings banks, and savings and loans institutions. The source of the data comes from the required regulatory forms filled for supervising purposes.
Accessible by: all faculty and PhD students(*) at the Department of Finance
LINKCBOE Indexes
The CBOE (Chicago Board Options Exchange) Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The VIX measures the market?s expectation of 30-day volatility. The VIX is based on S&P 500 index option prices and incorporates information from the volatility skew by using a wider range of strike prices rather than just at-the-money series.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKCRSP
The Center for Research in Security Prices maintains the most comprehensive collection of security prices, return, and volume data for the NYSE, AMEX, and NASDAQ stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bonds and risk-free rates, and mutual fund databases.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKDow Jones
The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), as well as The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), The Dow 10, and The Dow 5.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKFama French, Momentum and Liquidity
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, as proxy for value, the ratio of book equity to market equity (BE/ME). Returns from these portfolios are used to construct the Fama-French Factors.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKFederal Reserve Bank Reports
The Federal Reserve Bank Reports contains three databases collected from Federal Reserve Banks. Two of them (Foreign Exchanges and Interest Rates) come from reports published for the Federal Reserve Board (H.10 and H.15 reports). The other one contains the Coincident State Indexes from the Federal Reserve Bank of Philadelphia.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKInstitutional Holdings(Form 13F)
Thomson-Reuters Institutional Holdings (13F) Database provides Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC. This database is formerly known as CDA/Spectrum 3 4 database, and contains ownership information by institutional managers with $100 million or more in Assets Under Management (Section 13(f) Securities). See SEC?s Form 13f FAQ:s for more information.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKInsider Filing Data Feed (IFDF)
The Insider Filing Data Feed (IFDF) is designed to capture all U.S. insider activity as reported on Forms 3, 4, 5, and 144 in line-by-line detail. In addition, a unique cleansing process is used by Thomson Reuters that adds value by making systematic interpretations on the accuracy of as-reported data and inserts ?cleansed? fields for comparison. A cleanse code is also included to denote the overall level of confidence in each record. Additionally, the Insider Filing Data Feed includes performance calculations revealing which insiders? prior trades have been most predictive of subsequent stock returns.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKIBES All Measures via Detail History
The Institutional Brokers Estimates System provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recomentations.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKMutual Fund Holdings
Thomson-Reuters Mutual Fund Holdings database provides security holding information for all registered mutual funds that report their holdings with the SEC, plus 3,000 global funds. Reported securities include all NYSE / AMEX / NASDAQ, Toronto, and Montreal common stocks. This database is formerly known as CDA/Spectrum, and is often referred to as Spectrum 1 2 for ownership information by registered Investment Companies or Domestic Mutual Funds.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKPHLX
The Philadelphia Stock Exchange?s United Currency Options Market (UCOM) offers choice of expiration date, strike (exercise) price, premium payment and any combination of ten currencies currently available for a total of 100 possible currency pairs.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKSEC Disclosure of Order Execution
As a result of Rule 11Ac1-5, market centers that trade national market system securities must make monthly, electronic disclosures of basic information concerning their quality of executions on a stock-by-stock basis.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKSIX-Trust
SIX-Trust gives you access to market information including prices, news, industry and macro information. We collect and process information ourselves from company publications such as annual reports. SIX-Trust contains historical data. This resource can only be accessed through the computer in the Bloomberg office at SHoF.
Accessible by: all faculty, visiting faculty(*), PhD students, visiting PhD students and all Master students of the Department of Finance
LINKEikon (formerly Thomson Datastream Advance)
Eikon includes data from more than 400 exchanges and OTC-markets and more than 70 direct exchange feeds. Deep liquidity pools, with over 80 providers and more than 1300 institutional clients. FX pricing from over 2,000 contributing sources covering 175 currencies. There is also Reuters news, commentary and analysis. In addition to that Eikon provides professional equity analytics and research management tools, expert commodities research and forecasting data. Fundamentals covering more than 99% of the world?s market cap. Students may use the Ekon system via the computers in the computer classrooms at Saltmätargatan where the software is installed.
Accessible by: All faculty and PhD students of the Department of Finance
LINKTRACE
TRACE consolidates transaction data for all eligible corporate bonds ? investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKMorningstar Direct
Morningstar's global databases, include among other things data for stocks and ETFs, funds, 70.000 indices, qualitative fund and stock analysis and data on sustainability. The data can be analyzed by screening based on user criteria, flow analysis, asset allocation, attribution analysis, optimizations and peer group analysis. The result can then be used in the integrated presentation tool to create presentation materials or reports, or exported directly to excel via a plugin.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance (Reservations are handled by email)
LINKEurostat
Data covering the European Union, its member states and its partners, published under a variety of themes, which include: key EU policies indicators, general and regional statistics, economy and finance, population and social conditions, industry, trade and services, agriculture and fisheries, external trade, transport, environment and energy science and technology. Updated daily.
Accessible by: Everyone
LINKGlobal development finance
GDF Online contains statistical data for the 138 countries that report public and publicly-guaranteed debt to the World Bank Debtor Reporting System. The database covers external debt stocks and ows, major economic aggregates, and key debt ratios as well as average terms of new commitments, currency composition of long-term debt, debt restructuring, and scheduled debt service projections. These data run from 1970 to 2011, where data is available.
Accessible by: Everyone
LINKHistorisk monetär statistik i Sverige 1668-2008
Swedish historical monetary statistics. Some ten researchers in Stockholm, Göteborg and Lund have contributed with data series ranging from the Middle Ages up to the present day. Among other things, the database contains a CPI series that goes back to the 13:th century and a stock market index from the beginning of the 20:th century. There are also historical series on the money supply, interest rates, exchange rates, wages and government loans. During the spring comprehensive bank statistics will also be available via the new database.
Accessible by: Everyone
LINKInternational Financial Statistics Browser
The International Monetary Fund statistics database online. The IFS database contains approximately 32,000 time series covering more than 200 countries and areas and includes all series appearing on the IFS Country Pages; exchange rate series for all Fund member countries; major Fund accounts series; and most other world, area, and country series from the IFS World Tables. Updated continuously.
Accessible by: all faculty and PhD students(*) at the Department of Finance
LINKOECD iLibrary
OECD iLibrary is OECDs Online Library for Books, Papers and Statistics and the gateway to OECDs analysis and data. OECD iLibrary users at subscribing institutions are able to conduct searches, retrieve listings of publications meeting the search criteria, and choose to download selected titles in various formats, or selected statistical data in spreadsheet format. Access is available for titles published from January 1998 onwards.
Accessible by: Available for SSE students and staff via Internet.
LINKUnited Nations Statistics Division
Statistics from UN including economic statistics, demographic and social statistics, environment and energy statistics.
Accessible by: Everyone
LINKPenn World Tables
The Penn World Tables provides national income accounts-type of variables converted to international prices. The homogenization of national accounts to a common numeraire allows valid comparisons of income among countries. Data comes from Alan Heston, Robert Summers and Bettina Aten, Penn World Table Version 6.1, Center for International Comparisons at the University of Pennsylvania, October 2002.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKWorld bank data catalog
The World Bank?s Open Data initiative is intended to provide all users with access to World Bank data. The data catalog is a listing of available World Bank data sources. This listing will continue to be updated as additional data resources are added. These resources include databases, pre-formatted tables and reports. Each of the listings includes a description of the data source and a direct link to that source. Where possible, the databases are linked directly to a selection screen to allow users to select the countries, indicators, and years they would like to search. Those search results can be exported in different formats. Users can also choose to download the entire database directly from the catalog.
Accessible by: Everyone
LINKWorld Bank e-Library
The World Bank e-library is one of the most comprehensive collections in the area of social and economic development. Books, reports and other publications from the World Bank covering primarily social and economic conditions in development countries. Updated continuously.
Accessible by: Everyone
LINKWorld development indicators
WDI Online offers the World Bank?s comprehensive database on development data, covering 575 indicators, 208 countries, and 18 regional and income groups. Data includes social, economic, financial, natural resources, and environmental indicators from 1960 to 2004, where data is available. Updated continuously.
Accessible by: Everyone
LINKDMEF
Direct Marketing Educational Foundation: Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalog and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.
Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINKFactiva
A joint venture between Reuters and Dow Jones, Factiva offers 8000 sources from 118 countries in 22 languages. Newspapers and magazines such as Wall Street Journal, Financial Times, New York Times, South China Morning Post, Business Week, Fortune, Forbes, Economist, and many more. Newswires, media programs, web sites, company reports, equity prices from 85 exchanges.
Accessible by: Available for SSE students and staff
LINK(*) Note that visiting faculty and PhD students at the Department of Finance do not include visiting PhD students of other universities other than SSE.