一、CRSP: Center for Research in Security Prices

        （证券价格研究中心，主要是股票回报和股票价格数据）
    CRSP provides monthly and annual updates of 2 databases; end-of-day and month-end. These contain price, volume and return data on NYSE, AMEX and Nasdaq common stocks with basic market indices.

    Important facts regarding CRSP Stock Data:

    Annual Updates: Ready in March.

    End-of-Day and Month-End Data: NYSE/AMEX: High, low, bid, ask, closing price, trading volume, shares outstanding, capital appreciation, income appreciation, total return, year-end capitalization, and year-end capitalization portfolio. Nasdaq data also includes: closing bid, ask, number of trades, historical traits information, market maker count, trading status, and NASD classification.

    History: NYSE - monthly data begins December 1925, daily July 1962. AMEX - both monthly and daily data begin July 1962. Nasdaq - both monthly and daily data begins December, 14 1972.

Identifying Information: Complete Name History records for each security containing all historical: PERMNO, PERMCO, CUSIPs, exchange codes, ticker symbols, SIC codes, share classes, share codes, and security delisting information. Offering seamless and accurate time series analysis, CRSP data includes unique permanent issue and company identifiers, PERMNO and PERMCO.

    Distribution Information: descriptions of all distributions, dividend amounts, factors to adjust price and shares, declarations, ex-distributions, record and payment dates, and security and company linking information.

    CRSP Indicies：The CRSP Stock File Indices are provided for four frequencies: daily, monthly, quarterly, and annual. There are five groups of securities for which indices are calculated: the individual NYSE, AMEX and Nasdaq markets, and the NYSE/AMEX and NYSE/AMEX/Nasdaq market combinations. Value weighted returns, with and without dividends, as well as equal-weighted returns, with and without dividends, are calculated for each index.

    CRSP/COMPUSTAT Merged Databases：The CRSP/COMPUSTAT Merged Databases (CCM) contain CRSP Link, a link between primary identifiers unique to CRSP and Standard and Poor's Compustat®. CCM data are packaged with Standard & Poor's Compustat fundamental financial information reformatted into the CRSPAccess database format containing: utilities, C and FORTRAN 77 random access libraries, sample programs, and installation support for CRSP and COMPUSTAT data. The link enables researchers to query both CRSP's and Standard and Poor's Compustat's® historical databases with a high degree of accuracy.

     Annual Updates: Ready in August：Monthly and Quarterly Updates: Ready in the first half of the following month (e.g. September data would be available by the 16th of October).

A    nnual and Quarterly Data: The COMPUSTAT data include more than 340 annual and 120 quarterly Income Statement, Balance Sheet, Flow of Funds, and supplemental data items covering over 11,000 US and Canadian active companies and 9,400 inactive companies.

    History: Available from 1950

    Linking Information: CRSP's PERMNO and PERMCO are linked to COMPUSTAT's GVKEY.

                   二、Compustat

          （主要是财务报表基本面和行业数据）
    The Compustat database contains fundamental financial and market data for over 10,300 US companies. Compustat also includes data for over 7,600 inactive companies. Some of the subsets are:

Industrial Annual (current)
Industrial Annual (1960-79)
Industrial Annual (1950-69)
Industrial Quarterly (current)
Industrial Quarterly (1978-89)
Industrial Quarterly (1967-78)
Industrial Quarterly (1962-73)

Full Coverage Annual (current)
Full Coverage Annual (1960-79)
Full Coverage Annual (1950-69)

Full Coverage Quarterly (current)
Full Coverage Quarterly (1978-89)
Full Coverage Quarterly (1967-78)
Full Coverage Quarterly (1962-73)

Research Annual (current)
Research Annual (1960-79)
Research Annual (1950-69)

Research Quarterly (current)
Research Quarterly (1978-89)
Research Quarterly (1967-78)
Research Quarterly (1962-73)

Canadian Industrial Annual
Canadian Industrial Quarterly

Business Industry Segments (current)
Business Industry Segments (1986-92)
Business Industry Segments (1980-86)
Business Industry Segments Research (current)

Business Geographic Segments (current)
Business Geographic Segments Research (current)

Bank Annual
Bank Quarterly

    Access: The School of Business provides access to Compustat data through the Wharton Research Data Service or WRDS. WRDS restricts access by UserID and password. Ph.D. students and faculty of the Business School may obtain WRDS accounts through the WRDS web page. WRDS does not provide accounts for individual MBA students. Click on the "Account Registration" link to request an faculty, Ph.D. or class account. Account information will be returned to you in about 48 hours. If you do not provide an email address as part of the signup, we will not be able to pass your account on to you. In addition, we will not pass account information on to non-Wisconsin email addresses. Be sure to use a Wisconsin email account on the signup page: WRDS Web Page.

                     三、 Computstat Executive Compensation
     Standard & Poor's Compustat Executive Compensation is a unique database for effective executive compensation analyses. This Compustat database includes data that “cover current, historic and total compensation, executive options and compensation of industry peers and comprehensive and objective executive compensation on the top officers of more than 1,900 companies. Compustat data is unique in that it is standardized. Standardizing the data ensures that comparability exists among similar types of data items as well as financial results in current and prior time frames. The ExecuComp report library accesses more that 100 up-to-date compensation and financial items from 1992 to 1998.

    Access: The School of Business provides access to Compustat data through the Wharton Research Data Service or WRDS. WRDS restricts access by UserID and password. Ph.D. students and faculty of the Business School may obtain WRDS accounts through the WRDS web page. WRDS does not provide accounts for individual MBA students. Click on the "Account Registration" link to request an faculty, Ph.D. or class account. Account information will be returned to you in about 48 hours. If you do not provide an email address as part of the signup, we will not be able to pass your account on to you. In addition, we will not pass account information on to non-Wisconsin email addresses. Be sure to use a Wisconsin email account on the signup page: WRDS Web Page.

                Corporate Restructuring Databases - Bankruptcies：    This resource has two databases. The Full Detail database provides over 200 items on all U.S. public companies that have $10 million or more in assets and have filed for Chapter 11 bankruptcy protection or companies with assets over $50 million that have had a default or an exchange offer at a substantial discount to face value. The Full Detail database is updated monthly. The Limited Detail database covers from 1980 to 1990 and is not updated.

Access: Faculty can have the software loaded onto their desktop. Contact Michael Enyart at 263-3902 or by email.

                       四、I/B/E/S

                    （分析师预测数据）
    The Institutional Brokers Estimate System (I/B/E/S) is a unique service which monitors the earnings estimates on companies of interest to institutional investors. The I/B/E/S database currently covers over 18,000 companies in 60 countries. It provides to a discriminating client base of 2,000 of the world's top institutional money managers. More than 850 firms contribute data to I/B/E/S, from the largest global houses to regional and local brokers, with US data back to 1976 and international data back to 1987.

    I/B/E/S Current Forecast Data - The I/B/E/S current forecast database is offered on a summary (consensus) level or detailed (analyst-by-analyst) basis. With over 15 data items that are updated as often as five times a day, it is designed to help portfolio managers and analysts identify, manipulate, and analyze exceptional information for over 18,000 equities worldwide.

    I/B/E/S Historical Forecasts - I/B/E/S History is the only statistically significant historical estimate database in the business. Starting in 1976 for US forecasts and 1987 for International forecasts, I/B/E/S History contains records on over 30,000 companies across 60 markets and presents a unique opportunity for back testing investment theories in a variety of global market conditions. Such research against historical trends and market conditions can provide a confident glimpse into future results.

    There are two versions of the I/B/E/S earnings estimate history, Summary and Detail:

The Summary History consists of a snapshot of the consensus level data taken monthly. The U.S. edition covers reported earnings estimates and results since January 1976, while the international starts in 1987.
    The Detail History (Analyst Earnings Estimate History) is a timeline of individual analysts' earnings forecasts (daily records at the analyst level). The U.S. edition starts in 1983, while the International edition starts in 1987.
    Both data sets are available for US and International stocks. The databases cover 52 markets.

  University of Melbourne http://www.ecom.unimelb.edu.au/research/databases/

                  五、First Call Consensus Earnings

                  （分析师预测数据）
     The First Call Historical Database, or FCHD, is a history of First Call's Real Time Earnings Estimates. FCHD Release 1.0 contains the following major data tables:

Broker Estimate Detail (EPS, Cash Flow Per Share, Funds From Operations, etc.)
Consensus Estimates (mean, standard deviation, high, low, number of estimates)
Estimate Revision Activity (1, 7, 30 and 90 days as well as Monthly and
Monthly Option Expiration)
Reported Actuals
Company Issued Guidelines
Footnotes
Stock Splits
Company and Issuer Information
Cross Reference to other First Call Products
FCHD contains earnings information dating as far back as 1990, on over 9,700 securities, including:

8,500 U.S. Securities
1,000 Canadian Securities
    

                                六、Datastream
    This is one of the major resources of for international data. You might consider Datastream an international combination of Compustat, CRSP, and DRI/McGraw-Hill. It includes:

    Equities 
    Financial Statements
    Indicies
    Exchange Rates
    UK Investment Trusts
    Options
    Bonds, Warrants, Convertibles
    Economics 
   Interest Rates
    Commodities
    Futures
    Access: Faculty can have the software loaded onto their desktop. Contact Michael Enyart (263-3902) or by email.

                            七、ABI/INFORM global

    Includes in-depth coverage for over 2,700 publications, with more than 2,000 available in full text. ABI/INFORM Global offers the latest business and financial information for researchers at all levels. With ABI/INFORM Global, users can find out about business conditions, management techniques, business trends, management practice and theory, corporate strategy and tactics, and competitive landscape.

                          八、Audit Analytics
     Audit Analytics provides detailed research on over 20,000 public companies and more than 1,500 accounting firms. Search modules include Current Auditor Engagements, Auditor Changes, Auditor Fees, Auditor Opinions and Benefit Plan Opinions. It enables you to know who is auditing whom and how much they are paying their independent auditor by fiscal year. It also lets you track auditor changes including a detailed taxonomy of issues. The audit opinion and benefit plan opinion modules provide quick access to the text of an auditor's opinion and enables searching of opinions by auditor and company specific demographics.

    Sarbanes-Oxley Disclosures:   

    Compliance Disclosures:  Search modules include Financial Restatements and Late Filers. Quickly identify all companies with a particular type of restatement by auditor or peer group. Analyze restatements by disclosure date, affected period and specific issues. Determine who the auditor was as of the restatement and during the restatement period. Restatement observations link back to the original filings and all searches are downloadable into Excel.

    Litigation:    

   Corporate Governance:   

Access: Use a Wisconsin email account on the signup page: WRDS Web Page

                     九、Institutional Ownership
     This database provides comprehensive institutional ownership and account profile information for fixed income and equity securities. This resource allows users to find holders of a specific bond or deal, issues within a particular state, or view the entire portfolio of a specific account.

    Access: The School of Business provides access to Institutional Ownership (13f) data through the Wharton Research Data Service or WRDS. WRDS restricts access by UserID and password. Ph.D. students and faculty of the Business School may obtain WRDS accounts through the WRDS web page. WRDS does not provide accounts for individual MBA students. Click on the "Account Registration" link to request an faculty, Ph.D. or class account. Account information will be returned to you in about 48 hours. If you do not provide an email address as part of the signup, we will not be able to pass your account on to you. In addition, we will not pass account information on to non-Wisconsin email addresses. Be sure to use a Wisconsin email account on the signup page: WRDS Web Page.

                            十、Thomson Research
     Provides access to the 10K's, ARS, 8K, 10Q, and Registration Statements from 1997 to date. The documents are provided in HTML, Word, a Custom Format, and the financials can be downloaded into a spreadsheet.

    Access: Contact Michael Enyart at 263-3902 or by email.

                            十一、TAQ: NYSE Trade and Quote Database

    The Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.

    Access: The School of Business provides access to TAQ data through the Wharton Research Data Service or WRDS.  

 University of Wisconsin-Madison Libraries http://business.library.wisc.edu/faculty/resources.html#computstat-executive-compensation

                 十二、WRDS : the path to business intelligence
Connect to WRDS : the path to business intelligence via Direct Connection

     A Web-based data management system providing access to a wide range of financial, economic data, including stock market indices, bond prices, interest rates, mutual fund and stock ownership information, options data, macroeconomic time series and financial historical data. Of greatest relevance to honours, postgraduate and staff researchers. The Monash subscription comprises the following data providers: Audit Analytics, Bureau Van Dijk, Compustat, CRSP, CSMAR, EVENTUS, I/B/E/S, OptionMetrics and RiskMetrics (formerly IRRC). WRDS also provides access to a compilation of free access data sets.

        莫纳什大学图书馆  http://www.lib.monash.edu.au/databases/companies_&_industries.html