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, Datastream Advance or the WRDS package you will need to register online for a Thomson Reuters or WRDS account.

Blockholders

This dataset contains standardized data for Blockholders of 1,913 companies. The data was cleaned from biases and mistakes usually observed in the standard source for this particular type of data. Blockholders? data is reported by firm for the period 1996-2001.

Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINK

Bolagsfakta

Economic information on Swedish listed companies. Contains Annual Reports including Statement of Income, Balance Sheet, Quarterly Reports, Directors Report, Ownership Structure and Members of the Board.

Accessible by: Everyone
LINK

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
LINK

COMPUSTAT

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
LINK

Corporate Library

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
LINK

Edgar

The EDGAR database contains the electronic filings of US public companies to the Securities and Exchange Commission. Allows you to retrieve real-time filings for a specific company and to find key company information including its name, address, telephone number, state of incorporation, Central Index Key (CIK) number, Standard Industrial Classification (SIC) code, and fiscal year end.

Accessible by: Everyone
LINK

Mint Global

Four different databases are presented in a modular format. MINT GLOBAL is ideal for desk top delivery to users who are not necessarily familiar with professional information products. The modules provide straightforward screening options, with automatic choices offered for refining searches. The linking of the forty or so data sources that contribute to MINT GLOBAL is invisible to the user ? the aim is to simplify their experience as far as possible. MINT GLOBAL covers a lot of companies around the world.

Accessible by: all faculty and PhD students(*) at the Department of Finance
LINK

Nordens 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
LINK

ISS (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
LINK

SDC 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.

Accessible by: all faculty, all PhD students(*) and students at the Stockholm School of Economics
LINK

Bloomberg

Bloomberg provides real-time and historical data on Commodities, Derivatives, Equities, Fixed Income, and Foreign Exchange with definitive coverage of companies, markets, industries, economies and governments in more than 160 countries and with coverage of more than 45,000 companies globally. The Bloomberg Professional platform also provides extensive tools for macro analysis, news & research, company analysis and portfolio & risk analysis. Data can be analyzed either on the platform or downloaded into Excel or to other applications via the open Bloomberg API released for C/C++/.NET/Java/Perl/Python.

Accessible by: The Bloomberg access is under evaluation and maintenance. It is not possible to book at the present time.
LINK

Ivy DB OptionMetrics

Ivy DB OptionMetrics is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. Ivy DB OptionMetrics contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. With Ivy DB OptionMetrics, you?ll be able to backtest trading strategies, evaluate risk models, and perform research on all aspects of options investment.Ivy DB OptionMetrics contains data on all US exchange- listed and NASDAQ equities and market indices, as well as all US listed index and equity options, starting from January, 1996.

Accessible by: all faculty and PhD students(*) at the Department of Finance
LINK

Bank 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
LINK

CBOE 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
LINK

CRSP

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
LINK

CUSIP

The CUSIP Service Bureau, which is operated by Standard & Poor?s for the American Bankers Association, exists for the primary purpose of uniquely identifying issuers and issues of financial instruments within a standard framework, and disseminating this data to the financial marketplace via various media. The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate, municipal and government securities offered in North America.

Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINK

Dow 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
LINK

Fama 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
LINK

FDIC

The Federal Deposit Insurance Corporation dataset contains financial data and history of all entities filing the Report Of Condition and Income (Call Report) and some savings institutions filing the OTS Thrift Financial Report (TFR). These entities include commercial banks, savings banks, or savings and loans.

Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINK

Federal 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
LINK

Institutional 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
LINK

Insider 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
LINK

IBES 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
LINK

Mutual 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
LINK

PHLX

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
LINK

SEC 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
LINK

SIX-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
LINK

Ekon (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 (Reservations are handled by Hedvig.mattsson@hhs.se)
LINK

Thomson One Analytics

Thomson ONE Analytics is a real-time, integrated analytical workflow solution for institutional investors. Thomson ONE Analytics enables you to monitor markets, portfolios and securities; identify and analyze investment opportunities; and communicate your findings. Leverage your in-house proprietary content by integrating it with real-time, global content from Thomson Financialsuch as First Call, I/B/E/S, Worldscope, Datastream and PORTIAand select third-party sources. If you prefer to work in a Microsoft Excel environment, use the powerful add-in to dynamically access the Thomson ONE Analytics content in your Excel.

Accessible by: SSE students and staff within the Library
LINK

TRACE

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
LINK

Morningstar 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 Hedvig.mattsson@hhs.se)
LINK

Eurostat

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
LINK

Global 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
LINK

Historisk 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
LINK

International 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
LINK

OECD 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.
LINK

United Nations Statistics Division

Statistics from UN including economic statistics, demographic and social statistics, environment and energy statistics.

Accessible by: Everyone
LINK

Penn 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
LINK

World 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
LINK

World 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
LINK

World 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
LINK

DMEF

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
LINK

IRI Marketing Fact Book

The Marketing Fact Book contains data on grocery store purchases from a representative sample of static qualifying U.S. panelist households to help make intelligent inferences for strategic planning and decision making. These purchases are continuously tracked across all UPC-coded brand-items in all categories.

Accessible by: all faculty, visiting faculty(*) and PhD students(*) of the Department of Finance
LINK

Factiva

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.