Partial Listing of Archival Databases Relevant for ... · PDF filepublic companies contained...

1

Partial Listing of Archival Databases Relevant for International Management Research

Data Set Description Link

Actionable Governance Indicators

Actionable Governance Indicators are narrowly defined and disaggregated indicators that focus on relatively specific aspects of governance and could provide guidance on the design of reforms and monitoring of impacts

http://data.worldbank.org/DATA‐CATALOG

African Development Indicators

ADI is the most detailed collection of data on Africa, containing over 1,600 indicators, covering 53 African countries and spanning the period 1961 to 2008. Data include social, economic, financial, natural resources, infrastructure, governance, partnership, and environmental indicators. It also brings an essay on a key topic for Africa, and this years’ theme is the long term growth challenges of the continent. The ADI Data Availability Query shows where data is available for a given country, series, and year. It contains the value "1" for available data and ".." for missing data.


Audit Analytics

Access detailed audit information on over 1,200 accounting firms and 15,000 publicly registered companies. Know who is auditing whom and how much they are paying for what services. Create reports by auditor, fees, location, industry and much more…

http://wrds‐web.wharton.upenn.edu/wrds/

Balance of Payments Statistics (BOPS)

The BOPS yearbook includes annual aggregate and detailed time series for balance of payments and international investment position for countries; provides world and regional tables of balance of payments components and aggregates; and descriptions of methodologies, compilation practices and data sources used by individual countries.

http://www.imf.org/external/data.htm#data

2

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.


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.


Bulletin Board on Statistical Capacity (BBSC)

The Bulletin Board on Statistical Capacity (BBSC) provides information on various aspects of national statistical systems, including a country‐level statistical capacity indicator, with a view to facilitating assessment and monitoring of statistical capacity of IDA countries.


Bureau van Dijk

Bureau van Dijk Electronic Publishing provides an extensive suite of financial databases, including over 5,000,000 European private and public companies contained in the AMADEUS database. BANKSCOPE is a database containing financial information on over 28,000 banks worldwide. Up to 16 years of detailed information are available for European banks, North American banks, all Japanese commercial and sogo banks, and over 4,100 other major banks. ISIS is a comprehensive database of detailed reports on public and private insurance companies around the world. ISIS contains information on 5,250 non‐life companies (back to 1992), 2,400 life companies (to 1995), and 610 composites (to 1995) in over 120 different countries. Each company report typically contains the following: income statements and balance sheets, ratios, shareholder, and subsidiaries.OSIRIS is a database containing financial information on globally listed public companies, including banks and insurance firms from over 190 countries. The combined industrial company dataset contains standardized and as reported financials, including restated accounts, for up to 20 years on over 55,000 companies. The bank financials in OSIRIS offers up to 8 years of financial data for more than 3,350 listed banks.


3

Business Environment and Enterprise Performance

Survey

The Business Environment and Enterprise Performance Survey (BEEPS), developed jointly by the World Bank and the European Bank for Reconstruction and Development, is a survey of over 4000 firms in 22 transition countries conducted in 1999‐2000 that examines a wide range of interactions between firms and the state. Based on face‐to‐face interviews with firm managers and owners, BEEPS is designed to generate comparative measurements in such areas as corruption, state capture, lobbying, and the quality of the business environment, which can then be related to specific firm characteristics and firm performance.

http://econ.worldbank.org/WBSITE/EXTERNAL/EXTDEC/EXTRESEARCH/0,,contentMDK:20699245~pagePK:64214825~piPK:64214943~theSitePK:469382,00.html

CBOE

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.


CENTRIS

CENTRIS is the only national database that continuously collects household information on the choice and use of voice, video, data and electronic products and services. CENTRIS tracks over 75 communications, entertainment and technology areas on a daily basis, at the household level, where it all converges.


CISDM

The CISDM database provides information on over 3700 active Hedge Funds and over 660 active CTAs and CPOs. In addition, the database covers 3800 inactives. For each fund in the database, detailed information related to investment strategy and style, historical monthly returns, assets under management, leverage, minimum initial investment, and fee structure is provided.


COMPUSTAT

COMPUSTAT (from Standard & Poor's) 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. The COMPUSTAT databases on WRDS include Industrial, Full Coverage, Research; Prices, Dividends & Earnings; Segments; Bank; Canadian; Global Vantage; and EXECUCOMP.


comScore The comScore panelist‐level database captures detailed browsing and buying behavior by one hundred thousand Internet users across the United States.


4

COMTRADE (Trade data)

UN COMTRADE is the pseudonym for United Nations Commodity Trade Statistics Database. Over 170 reporter countries provide the United Nations Statistics Division (UNSD) with their annual international trade statistics data detailed by commodities and partner countries. These data are subsequently transformed into the United Nations Statistics Division standard format with consistent coding and valuation using the UN/OECD CoprA internal processing system. The UN COMTRADE is the largest depository of international trade data. It contains well over 1.7 billion data records for 45 years and is available on the internet.

http://comtrade.un.org/db/

Coordinated Portfolio

Investment Survey (CPIS)

The CPIS collects information on the stock of cross‐border holdings of equities and long‐ and short‐term debt securities broken down by the economy of residence of the issuer.


Corporate Library

The Corporate Library is a source of comprehensive objective corporate governance, compensation, and critical company information. It contains information on over 4,000 U.S. companies and over 40,000 corporate executives and directors.


Correlates of War Bilateral Trade (v2.01)

This data set tracks total national trade and bilateral trade flows between states from 1870‐2006. Access trade data here. This data set is hosted by Katherine Barbieri, University of South Carolina, and Omar Keshk, Ohio State University.

http://www.correlatesofwar.org/

Country At‐a‐Glance Tables

(AAG)

Country at‐a‐glance tables present key indicators tracing the trends in social and economic development from the last three decades.


CRSP

The Center for Research in Security Prices maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NADSAQ stock markets. Additional CRSP files provide stock indices, beta‐ and cap‐based portfolio, treasury bond and risk‐free rates, and mutual fund databases. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.


5

CSMAR

The CSMAR Database System encompasses data on the China stock market and the financial statements of China's listed companies. There are several databases: Trading, Financial Statement, Trade and Quote, Mutual Fund, IPO, Event Dates. • CSMAR China Stock Market Trading Database. The database provides users with data on returns of individual stocks, market return, and aggregated market returns. • CSMAR China Stock Market Financial Database. It contains the financial data (including the balance sheet, statement of profit and profit distribution, statement of changes in financial position, cash flow statement and asset impairment provision statement (since 2001)) of all companies listed on the Shanghai and Shenzhen stock exchanges since 1990. • Merger and Acquisition (SAS datasets)


Currency Composition of Official Foreign Exchange Reserves (COFER)

End‐of‐period quarterly data on the currency composition of official foreign exchange reserves. Data presented in CSV and PDF are aggregated data.


CUSIP 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.


Data Template on

International Reserves and

Foreign Currency Liquidity

Re‐disseminates IMF member countries' data on international reserves and foreign currency liquidity in a common template and in a common currency (the U.S. dollar). Historical data by country and selected topics are also available.


DataGov (Inter‐

American Development

Bank)

CPR, Debt services as % of exports of goods and services, Employment growth over the last 3 years, Exports of goods and services, FDI inflows, FDI inflows (as percentage of GDP), FDI inward stock, FDI outflows, GDP growth, GDP per capita, GDP per capita growth, GDP per capita, PPP, GNI per capita, GNI per capita PPP, Gross capital formation, Inflation, Inward FDI stock, Total debt as % of GNI, *sample list

http://www.iadb.org/datagob/index.html

6

Datastream Advance

Thomson Reuters Datastream Advance is a global research solution that enables sophisticated analysis across a broad range of financial instruments. Among the market‐leading content sets available: Equities and fundamentals, I/B/E/S Estimates, I/B/E/S Global Aggregates, Unit and investment trusts, Indices, Bonds, International macroeconomics, Commodities, Money market instruments, Futures and options, and Unique content. The depth and breadth of data that you can analyze is: • Up to 50 years of history on many series • Over 3.5 million global financial instruments and indicators • Over 10,000 different fields • Over 75,000 active (and 30,000 inactive) securities • Covering 175 countries in 60 global markets • Totaling over 140 million time series

http://online.thomsonreuters.com/datastream/

Datastream Econoview

The depth and breadth of data includes:• Time series information for over 2 millionfinancial instruments• Securities and indicators for over 175 countries in60 markets• More than 75,000 active (and 30,000 inactive)securities covering 64 developed and emergingmarkets• Global equity indices that span over 25 years ofdaily history and cover 38 markets,16 regions,and 92 sectors• Over 100,000 fixed‐income instruments andover 200,000 warrants, certificates andconvertibles covering 32 markets.

Datastream Premium

Same as Database Econoview but includes the additional following resources: Equities and fundamentals, Unit and investment trusts, and Options.

Direction of Trade

Statistics (DOTS)

Provides data on the country and area distribution of countries' exports and imports by their partners. The DOTS yearbook gives seven years of data for about 187 countries. The DOTS quarterly covers data for the most recent six quarters and the latest year for about 156 countries, and ten quarters and five years for the world and area tables.


7

Directory of Corporate Affiliations

Corporate Affiliations empowers your decision‐making with strategic information on leading public and private companies in the U.S. and abroad. Our comprehensive corporate family data combined with coverage of key executives and directors can help you build more profitable business relationships. Corporate Affiliations is the authoritative source for information on the companies that drive the global economy.•Nearly 700,000 global public and private company profiles•Over 1,000,000 unique executives – including directors – and titles•Parent companies with an annual revenue of $1 million or greater•Subsidiaries have no revenue qualifier•Enhanced business descriptions•Company brands with product descriptions•Corporate hierarchies (corporate families)•Competitor listings•Specific company news (90 day news file)•Executive move alerts•Merger & Acquisition news via MergerTrak™•Outside service firm relationships (e.g. legal, audit, ad agencies, transfer agents)•Unique permanent company numbering scheme

http://www.corporateaffiliations.com/

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.


Doing Business Database

Economies are ranked on their ease of doing business, from 1 – 183, with first place being the best. A high ranking on the ease of doing business index means the regulatory environment is conducive to the operation of business. This index averages the country's percentile rankings on 10 topics, made up of a variety of indicators, giving equal weight to each topic. The rankings are from the Doing Business 2010 report, covering the period June 2008 through May 2009.


Dow Jones

The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite (DJA), The Dow Jones Industrial (DJI), The Dow Jones Transportation (DJT), The Dow Jones Utility (DJU), the Dow 10, and The Dow 5.


8

EarthTrends: Economics, Business, and

the Environment

GDP in million constant 1995 US dollars, GDP PPP, GNI, GDP per capita, Average annual growth in GDP, Percent of GDP earned by : Agriculture, Industry, and Services, Imports, Exports, Exports as a percent of GDP, Balance of Trade, ODA, Current Account Balance Total external debt, Debt service as a % of export earnings, FDI net inflows, International Tourism Receipts, Gross National Savings, Net National Savings, Adjusted Net Savings, Gini coefficient, Percent of total income earned by the richest, Percent to total income earned by the poorest, National Poverty Rate, Poverty rate: Urban Population, Percent of population living on less than $1 a day, Percent of Population living on less than $2 a day.

http://stats.uis.unesco.org/unesco/TableViewer/document.aspx?ReportId=143&IF_Language=eng

EBRD Economic

Statistics and Forecasts

GDP, GNP, Privatization Revenues, Private Sector Share in GDP, Private Sector Share in Employment, Budgetary Subsidies and Current Transfers, Share of Industry in Total Employment, Change in Labour Productivity in Industry, Investment/DP, EBRD Index, Share of Administered Prices in CPI, Number of Goods with Administered prices, Share of Trade with non‐transition countries, Share of trade in GDP, Tariff Revenues, Number of bans, Asset Share of State‐owned banks, asset share of foreign owned banks, Non‐performing loans, Domestic credit to private sector, domestic credit to households, mortgage lending, Stock Market capitalization, Stock Trading Volume, Eurobond Issuance, Consumer Prices, Employment, Unemployment,, Gross Average Monthly Earnings, Government balance and expenditure, Broad Money, Domestic Credit, Exchange Rate, Current Account, Trade balance, Merchandise exports and imports, FDI, Gross Reserves excluding gold, external debt stock, gross reserves, debt service

http://www.ebrd.com/index.htm

Economatica

The database includes information on publicly traded companies in the following markets: United States, Brazil, Argentina, Chile, Mexico, Peru, Colombia, and Venezuela. The database consists of historical data including: ‐ quarterly and annual financial statements ‐ daily stock prices ‐ corporate actions (dividends, splits, etc) ‐ names and holdings of shareholders. ‐ financial ratios (return on equity, debt/equity, etc.) ‐ fundamental ratios (P/E, EV/Ebitda, dividend yield, etc) ‐ statistical ratios (beta, volatility, liquidity, sharpe, etc) ‐ graph analysis ratios (RSI, stochastics, bollinger, etc)

9

EIU country analysis & forecasts

GDP (% real change pa), Nominal GDP (US$ at PPP), Real GDP, Real private consumption, Real government consumption, Real gross fixed investment, Real stockbuilding, Real exports of G&S, Real imports of G&S, Real domestic demand, Real GDP (PPP US$ at 1996 prices), GDP (% of real change pa), Privation consumption (% of real change pa), Nominal GDP, Nominal private consumption, Nominal Government consumption, Private consumption contribute to real GDP growth, Labor productivity growth (%), Total factor productivity growth (%), Industrial production, Growth of real capital stock (%), Growth of real potential output (%)...*List is Very Comprehensive*

http://countryanalysis.eiu.com/countrydata/sample

Enterprise Surveys

Enterprise Surveys provide the world's most comprehensive company‐level data in emerging markets and developing economies


ERS/USDA Data ‐

International Macroeconomic Data Set

Real GDP, Population Historical, Real Exchange Rates Historical, GDP Shares by Country and Region Historical, Real Per Capita Income Historical, GDP Deflators Historical, Consumer Price Indexes Historical, Real GDP Projections, Population Projections, Real Exchange Rates Projections, GDP Shares by Country and region Projections, Real PerCapita Income Projections, GDP Deflators Projections, Consumer Price Indexes Projections

http://www.ers.usda.gov/Data/Macroeconomics/

Eventus Eventus Software performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.


Fama French

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.


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.


10

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.


Financial Access Survey

(FAS)

Provides annual geographic and demographic data on access to basic consumer financial services worldwide. This is achieved through the identification and development of appropriate high quality data that are comparable across countries and over time collected by means of periodic surveys.


Financial Soundness Indicators (FSIs)

Provides data and detailed metadata reported on a regular basis by a first batch of member countries for 12 core and 28 encouraged FSIs. Countries may report monthly, quarterly, semiannual, or annual FSIs for dissemination. The IMF will aim over time to expand the list of reporting member countries.


First Call Thomson Reuters' First Call Historical Database, or FCHD, is a history of First Call's Real Time Earnings Estimates. FCHD sets a new standard for quality and timelines of historic earnings forecast data.


FISD The Fixed Income Securities Database for academia is considered the most comprehensive collection of publicly‐offered U.S. Corporate bond data.


G‐20 Surveillance

Notes

Notes provided by IMF staff ahead of a series of meetings held by the G‐20 deputies and ministers. They provide a summary of global economic prospects at the time of the respective meeting.


GDP Gross domestic product ranking table. http://data.worldbank.org/DATA‐CATALOG

GDP, PPP based

Gross domestic product ranking table based on Purchasing Power Parities.


11

Global Development

Finance

Global Development Finance is the sole repository for statistics on the external debt of developing countries derived from loan‐by‐loan records. This edition of GDF presents reported or estimated data on the total external debt of 128 individual countries that report to the World Bank's Debtor reporting System (DRS). Global Development Finance is an annual publication, which includes a narrative account of recent trends with tables summarizing the capital flows and debt statistics for reporting countries. The database covers more than 200 debt and financial flows indicators for the 128 countries with data from 1970 to 2008.


Global Economic Monitor (GEM)

Global Economic Monitor provides daily and monthly commentary on global economic conditions along with direct access to high frequency data that is refreshed daily. It provides analysis of current economic trends, economic, financial and commodity data indicators, an extensive database including growth and commodity forecasts and access to the iSimulate modeling platform


Global Insight

Global Insight/DRI databases provide data on national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment ‐ among other national level categories. They provide data on the IMF series and the OCDE series as well.


GNI Atlas method

Gross national income ranking table based on the Atlas Method. http://data.worldbank.org/DATA‐CATALOG

GNI per capita, Atlas method and PPP based

Gross national income per capita ranking table based on Atlas Method and Purchasing Power Parities.


Government Finance

Statistics (GFS)

Contains detailed annual statistical data on revenue, expense, transactions in assets and liabilities, and stocks of assets and liabilities of general government and its subsectors as reported by member countries.


GOVPX The GovPX Treasury Benchmark prices are for all active and off‐the‐run Treasury issues. Data includes high, low, open, work‐ups, volume, and more.


GSIOnline The Mergers and Acquisitions (M&A) Database from GSIOnline covers change in control transactions, as well as, significant acquisitions or sale of assets, equity, subsidiaries or business divisions.


12

Health Nutrition and Population Statistics

Health, Nutrition and Population (HNP) statistics provides data in an analysis‐friendly format and enables flexible access and custom‐tailored reports. HNP Stats was developed to serve as a data hub for health, nutrition and population. It draws on a variety of data sources including administrative statistics and household surveys compiled by the World Bank Group and its client countries, World Health Organization (WHO), United Nations Children's Fund (UNICEF), Food and Agricultural Organization of United Nations (FAO), United Nations Population Division, United Nations Statistics Division, United Nations Population Fund (UNFPA) and the Organization for Economic Co‐operation and Development (OECD).


Health Nutrition Population (HNP) At‐a‐Glance Tables

HNP tables provides key HNP indicators by country for 1980, 1990, 2000 and the most recent year available. It also includes average data for the income and regional group that the country belongs to.


IBES

Thomson Reuters' 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 recommendations.


IMF Financial Activities

Weekly Summary report of financial assistance to member countries. http://www.imf.org/external/data.htm#data

IMF Financial Data by Country

Summary of IMF members' relations with the Fund http://www.imf.org/external/data.htm#data

IMF Financial data by topic:

Arrears

Amounts due from member countries that are six or more months overdue.


IMF Financial data by topic: Disbursement

s & Repayments

Historical data since 1984. http://www.imf.org/external/data.htm#data

IMF Financial data by topic: IMF Credit Outstanding

Levels (in SDRs) of IMF credit outstanding since 1984. http://www.imf.org/external/data.htm#data

13


Lending Arrangements

Similar to a line of credit to support a country's adjustment program. http://www.imf.org/external/data.htm#data

IMF Financial data by topic: Projected

Payments to the IMF

Members' currently scheduled payments to the IMF. http://www.imf.org/external/data.htm#data


SDR Allocations & Holdings

Member data on SDRs, the international reserve asset created by the IMF.


IMF Financial Resources & Liquidity

Total IMF resources, usable resources, and the one‐year forward commitment capacity (FCC).


IMF Financial Transactions

Use of the Fund's quota‐based resources to finance operations. http://www.imf.org/external/data.htm#data

Information and

Communication (ICT) At‐a‐Glance Tables

ICT tables provide key data on information and communications technologies, with sections on economic and social context, ICT sector structure, and ICT sector performance.


International Comparison Program

International Comparison Program (ICP) database provides a collection of comparative price data and detailed expenditure values of countries’ gross domestic products (GDP), and purchasing power parities (PPPs) estimates of the world’s economies.


International Financial Statistics

International Financial Statistics is a standard source of international statistics on all aspects of international and domestic finance. It reports, for most countries of the world, current data needed in the analysis of problems of international payments and of inflation and deflation, i.e., data on exchange rates, international liquidity, international banking, money and banking, interest rates, prices, production, international transactions, government accounts, and national accounts.


14

IRI

Information Resources, Inc. (IRI) is the leader in providing point‐of‐sale information from more than 11,300 grocery stores, as well as some 7,500 drug stores. Please contact wrds‐[email protected] for access information.


ISSM

The Institute for the Study of Security Markets (ISSM) database contains tick‐by‐tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.


Joint External Debt Hub

Database that brings together data on external debt and selected foreign assets available from international agencies (creditor/market sources) and external debt data available from the QEDS database (national/debtor sources).


Joint External Debt Hub (JEDH)

Joint External Debt Hub provides external debt data and selected foreign assets from international creditor/market and national debtor sources.


KLD

KLD Research & Analytics, Inc. (KLD) is the leading authority on social research for institutional investors. To meet the needs of social investors, KLD provides research, benchmarks, compliance, and consulting services analogous to those provided by financial research service firms. KLD has been providing research products and services to the financial services market since 1988. Featuring the largest corporate social research staff in the world, KLD produces high‐quality consistent research that institutions have come to rely on.


LexisNexis Statistical Insight

LexisNexis Statistical Insight unifies indexing previously available through three print products, the American Statistics Index, the Statistical Reference Index, and the Index to International Statistics. LexisNexis Statistical Insight enables easy access to statistics produced by the U.S. government, major international and intergovernmental organizations, professional and trade organizations, commercial publishers, independent research organizations, state government agencies, and universities.

Available through university libraries

Library of Congress Country Studies

Natural Resources: Environmental Factors: Population, Demography, Religion, Health, Welfare: Gross Domestic Product, Government Budget: Inflation: Agriculture, Forestry, and Fishing: Mining and Minerals: Industry and Manufacturing: Energy: Banking and Finance: Foreign Economic Relations: Imports: Exports: Trade Balance: Balance of Payments: External Debt: Foreign Investment: Currency and Exchange Rate:

http://lcweb2.loc.gov/frd/cs/cshome.html

15

Logistics Performance Index (LPI)

LPI is an interactive benchmarking tool to help countries identify the challenges and opportunities they face in their performance on trade logistics and what they can do to improve their performance


Market data Data on: stocks, futures, commodities, currencies, rates and bonds, ETFs, mutual funds, and economic calendar

http://www.bloomberg.com/markets/

Mergent FISD/NAIC

The Fixed Income Securities Database for academia is considered the most comprehensive collection of publicly‐offered U.S. Corporate bond data.


MFLinks

The MFLINKS tables provide a reliable means to join CRSP Mutual Fund (MFDB) data that covers mutual fund performance, expenses, and related information to equity holdings data in the TFN/CDA S12 datasets. Using MFLINKS allows a researcher to gather detail on holdings for either particular funds or fund families and groups of funds at specific points in time.


Millennium Development Goals Tables

(MDGs)

Millennium Development Goals tables provide data for MDG indicators for 5 years of data.


Millennium Development Indicators

The UN Secretary‐General issues a yearly report on progress toward implementation of the Millennium Declaration, including the MDGs, based on information drawn from across the UN system. The first comprehensive review was conducted in 2005. The goals, targets, and indicators specified in the Road Map report were used until 2007 to measure progress towards the MDGs. In 2007, the MDG monitoring framework was revised to include four new targets agreed by member states at the 2005 World Summit and recommended, in 2006, by the UN Secretary‐General in his report on the Work of the Organization. In 2007, the General Assembly took note of the Secretary‐General's report in which he presented the new framework, including the indicators to monitor progress towards the new targets, as recommended by the Inter‐Agency and Expert Group on MDG Indicators. The current official MDG framework supersedes the previous version, which had been effective since 2003.


16

Monitoring of Fund

Arrangements Database (MONA)

Download comparable data on the economic objectives and outcomes of Fund‐supported arrangements since 2002.


NASTRAQ The NASDAQ Trade And Quote database provides intraday trades and quotes for all NASDAQ stocks.


Nation Master Economy

Statistics by Country

Big Mac Index, Debt > External, Debt > External (per $ GDP), Distribution of family income > Gini index, Economic freedom, Exports, GDP, GDP (per capita), GDP (purchasing power parity) (per capita), GDP > PPP, GDP > PPP (per capita), GDP > Real growth rate, GDP per capita in 1973, Gross National Income, Gross National Income (per capita), Human Development Index, Income Category, Population below poverty line, Poverty > Share of all poor people, Public debt

http://www.nationmaster.com/cat/eco‐economy

NYSE TAQ

The Trade and Quote 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 Small Cap issues.


OECD Statistics Portal

Themes: general statistics, agriculture and fisheries, demography and population, development, economic projections, education and training, environment, finance, globalisation, health, industry and services, information and communication technology, international trade and balance of payments, labour, monthly economic indicators, national accounts, prices and PPP, productivity, public sector, taxation and market regulation, regional statistics, science, technology and patents, social and welfare statistics, transport, non‐member economies.

http://www.oecd.org/statsportal/0,3352,en_2825_293564_1_1_1_1_1,00.html

OptionMetrics OptionMetrics' IvyDB is a comprehensive source of historical price and implied volatility data for the US equity and index options markets.


17

Orbis (Bureau van Dijk)

Orbis contains comprehensive information on companies worldwide. You can use it to research individual companies and find companies with specific profiles and analyse them. •Company financials in a standardised format – “as reported” data can be unfolded•Financial strength indicators•Country profiles and outlook from the EIU•Directors and contacts•Original filings/images•Stock data for listed companies•Detailed corporate structures•Market research•Business and company‐related news•M&A deals and rumours.

https://orbis2.bvdep.com/version‐2010715/Home.serv?product=orbisneo

PACAP

PACAP Databases contain extensive company information from 8 Pacific Rim countries (Hong Kong, Indonesia, Japan, Korea, Malaysia, Singapore, Thailand, Taiwan). Data items include daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics.


Penn World Tables

Population, Exchange Rate, National Currency, Purchasing Power Parity over GDP, Real GDP per Capita, Consumption Share of Real GDP, Government Share of Real GDP per capita, Investment share of Real GDP per Capita, Price levels of GDP, Price level of consumption, price level of government, price level of investment, openness in current prices, ratio of gnp to gdp, real gdp per capita relative to the U.S., Growth rate of Real GDP Chain per capita, growth rate of real gdp laspeyres2 per capita, real gdp laspeyres2 per worker...*sample list

http://pwt.econ.upenn.edu/php_site/pwt_index.php

Philadelphia Stock

Exchange

The Philadelphia Stock Exchange's United Currency Options Market (UCOM) 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.


18

Political Risk Services

GDP, GNP, Privatization Revenues, Private Sector Share in GDP, Private Sector Share in Employment, Budgetary Subsidies, Current Transfers, Share of Industry in Total Employment, Change in Labour Productivity in Industry, Investment/DP, Share of Administered Prices in CPI, Number of Goods with Administered prices, Share of Trade with non‐transition countries, Share of trade in GDP, Tariff Revenues, Number of bans, Asset Share of State‐owned banks, asset share of foreign owned banks, Non‐performing loans, Domestic credit to private sector, domestic credit to households, mortgage lending, Stock Market capitalization, Stock Trading Volume, Eurobond Issuance, Consumer Prices, Employment, Unemployment, Gross Average Monthly Earnings, Government balance and expenditure, Broad Money, Domestic Credit, Exchange Rate, Current Account, Trade balance, Merchandise exports and imports, FDI, Gross Reserves excluding gold, external debt stock, gross reserves, debt service, Capital Investment

http://www.prsgroup.com/

Polity IV database

The Polity conceptual scheme is unique in that it examines concomitant qualities of democratic and autocratic authority in governing institutions, rather than discreet and mutually exclusive forms of governance. This perspective envisions a spectrum of governing authority that spans from fully institutionalized autocracies through mixed, or incoherent, authority regimes (termed "anocracies") to fully institutionalized democracies. The "Polity Score" captures this regime authority spectrum on a 21‐point scale ranging from ‐10 (hereditary monarchy) to +10 (consolidated democracy). The Polity scores can also be converted to regime categories: we recommend a three‐part categorization of "autocracies" (‐10 to ‐6), "anocracies" (‐5 to +5 and the three special values: ‐66, ‐77, and ‐88), and "democracies" (+6 to +10); see "Global Regimes by Type, 1946‐2006" above. The Polity scheme consists of six component measures that record key qualities of executive recruitment, constraints on executive authority, and political competition. It also records changes in the institutionalized qualities of governing authority. The Polity data include information only on the institutions of the central government and on political groups acting, or reacting, within the scope of that authority. It does not include consideration of groups and territories that are actively removed from that authority (i.e., separatists or "fragments"; these are considered separate, though not independent, polities) or segments of the population that are not yet effectively politicized in relation to central state politics.

http://www.systemicpeace.org/inscr/inscr.htm

19

Population Population ranking table. http://data.worldbank.org/DATA‐CATALOG

Population Projection Tables

Population projection tables provide population growth estimates and other demographic projections from 2010 to 2050, at five‐year intervals. They are disaggregated by age‐group and gender and cover approximately 200 economies.


Population Reference Bureau

Economically Active Population by gender, amount of women in parliament, GNI Per Capita, Population Living on less than $2 per day

http://www.prb.org/

Primary Commodity

Prices

Indices in terms of dollars or sdrs, indices of market prices for non‐fuel commodities and petroleum, actual market prices for non‐fuel commodities and petroleum, and average weekly prices for non‐fuel commodities and petroleum.


Principal Global

Indicators (PGI)

A website that brings together data for the major economies available from international agencies covering the financial, governmental, external, and real sectors, and provides links to data in web sites of international and national agencies.


Private Participation

in Infrastructure (PPI) database

A joint product of the World Bank and the Public‐Private Infrastructure Advisory Facility (PPIAF), is the primary source of information on private participation in infrastructure in developing countries. It contains 25 years of data on private participation in infrastructure in 137 countries. The data set includes information on more than 4,300 infrastructure projects.


Private Sector At‐a‐Glance

Tables

Private sector tables cover more than 40 indicators on economic and social context, business environment, private sector investment, finance & banking, and infrastructure.


Quarterly External Debt Statistics (QEDS)

External debt data reported by SDDS subscribers (extended to a number of GDDS economies in early 2008), with additional details on currency composition, debt service profile, and other presentations that facilitate cross‐country data analysis.


Quarterly External Debt Statistics

(QEDS/GDDS)

Quarterly External Debt Statistics (QEDS) provides external debt data for an extension of countries that participate in the IMF's General Data Dissemination System (GDDS) in February 2008.


20

Quarterly External Debt Statistics

(QEDS/SDDS)

Quarterly External Debt Statistics (QEDS) database provides detailed external debt data that are published individually by countries that subscribe to the IMF’s Special Data Dissemination Standard (SDDS) as well as GDDS participating countries that are in a position to produce the external debt data prescribed by the SDDS


RentBureau

RentBureau is the first and only credit bureau created specifically for the multifamily industry. RentBureau collects millions of rental histories from its national network of apartment owners and managers, and then makes that information available to the entire multifamily industry.


Research Datasets and Analytical Tools

These datasets are some of those compiled for World Bank research, and are sorted by topic of research: agriculture and rural development, conflict, environment and energy, finance and private sector development, human development and public services, international migration and development, living standards measurement study, macroeconomics and growth, poverty and inequality, and trade and international integration.


Riskmetrics / ISS

Riskmetrics provides independent research and data covering Corporate Governance, proxy voting and corporate responsibility issues. Riskmetrics’ Directors Dataset details the structure and practices of boards of directors for around 1,500 of the largest companies publicly traded in the U.S.


21

SDC Platinum

What's included: Comprehensive coverage: more than 1.9 million transactions and 7,500 data items, illustrating companies throughout their entire lifespan. Global issues: historical and on‐going coverage of more than 119,000 global equity offerings and 550,000 global bond offerings. Worldwide syndicated loans: coverage spans more than 142,000 transactions and hundreds of data elements. Worldwide mergers, acquisitions and alliances: covers approximately 672,000 global M&As from 1985 to the present. Global public financings: historical and on‐going coverage of more than 418,000 U.S. municipal new issues and thousands of Canadian and international public financings. Medium‐term note programs: more than 6,500 continuously offered programs in the U.S., Europe and other global markets. Global project finance: coverage on more than 10,800 worldwide projects announced and financed on a limited or non‐recourse basis. Corporate restructuring: historical and on‐going coverage of more than 3,000 U.S. exchange offers and debt tenders; more than 3,700 U.S. bankruptcies. Corporate governance: historical and on‐going coverage of more than 8,700 U.S., Canadian and Japanese poison pill plans; more than 590 U.S. proxy fights for corporate control; more than 13,600 U.S. repurchase programs.

SDR Interest Rate, Rate of Remuneration

, Rate of Charge and Burden Sharing

Adjustments

Updated every Monday http://www.imf.org/external/data.htm#data

SDR Valuation The SDR currency value is calculated daily and the valuation basket is reviewed and adjusted every five years.


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.


22

Socio‐Economic Data of the Least Developed Countries for

2004

Population, GDP, GNI, Exports of Goods and Services as % of GDP, Imports of Goods and Services as % of GDP

http://www.wipo.int/ldcs/en/statistics/socio_economic_data.html

The Conference Board Total Economy Database

Summary Estimates of Growth of Labor Productivity, Real GDP and Total Hours Worked, Labor Productivity Growth (GDP per hour, annual average, percent), Real GDP Growth ( annual average, percent), Total hours growth (annual average, percent), Labor Productivity and Per Capita Income Levels and the Effects of Working Hours and Labor Utilization, Labor Productivity, GDP per person Employed, All Countries,(annual average growth and level as % of U.S.)

http://www.conference‐board.org/economics/database.cfm

Thomson Reuters

The Thomson Reuters databases cover Mutual Funds Holdings (CDA/Spectrum s12) and 13f Institutional Holdings (CDA/Spectrum s34). The Insiders Filings database contains transaction and holdings information filed with the SEC. DealScan contains information on the global commercial loan market. For DealScan subscription information, please contact [email protected]


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.


UNESCO Institute for Statistics

Population, Public current expenditure, Educational expenditure, Percentage of GDP/GNP, Total Population, Total debt service as a % of NI< Gross domestic product (local currency), Gross national product (local currency), GDP growth rate, GDP per capita (PPP) US$, Annual population growth rate (%), Rural population (%)

http://stats.uis.unesco.org/unesco/TableViewer/document.aspx?ReportId=143&IF_Language=eng

UNICEF Statistics and Monitoring

Available economic indicators by country: GNI per capita, GDP per capita average annual growth rate, GDP per capita average annual growth rate, Average annual rate of inflation, % of population below international poverty line of US$1.25 per day, 1992–2007, % of central government expenditure (1998–2007*) allocated to health, education, & defense, ODA inflow, Debt service as a % of exports of goods and services, and Debt service as a % of exports of goods and services.

http://www.unicef.org/infobycountry/index.html

23

United Nations Economic

Commission for Europe

Consumer Price Index, Purchasing Power Parity, Exchange Rate, Comparative Price Level of GDP, GDP at Current Prices and PPPS, GDP deflator, Balance of Current Account, Unemployment Rate, Total Employment Growth Rate, Total Population growth rate, total population, balance of current account, capital account: balance, Changes in reserves, direct investment: abroad,

http://w3.unece.org/pxweb/Dialog/varval.asp?ma=01_MECCOverviewY_r&ti=Macroeconomic+Overview%2C+in+Internationally+Comparable+Prices%2C+by+Indicator%2C+Country+and+Year&path=../DATABASE/Stat/20‐ME/1‐MEOV/&lang=1

United Nations Statistics Division

Trade, Commodity exports and imports, GDP, Value Added by Activity, National Accounts,

http://unstats.un.org/unsd/default.htm

United States Department of State Country

Profiles

GDP, GDP Per Capita http://www.state.gov/r/pa/ei/bgn/

Value Surveys The World Values Survey (WVS) is a global network of social scientists who have surveyed the basic values and beliefs of the publics of more than 80 societies, on all six inhabited continents.

http://www.wvsevsdb.com/wvs/WVSData.jsp

World Development Indicators

The World Development Indicators (WDI) provides a comprehensive selection of economic, social and environmental indicators, drawing on data from the World Bank and more than 30 partner agencies. The database covers more than 900 indicators for 210 economies with data back to 1960. The new WDI 2010 focuses its attention on the world’s progress towards achieving the Millennium Development Goals (MDGs). The MDG targets are a framework for measuring progress set forth by United Nations and have been adopted by 189 nations. The introductory essays in the WDI 2010 highlight progress towards achieving these goals, which include eradicating poverty, reducing child mortality, ensuring environmental sustainability, and developing a global partnership for development.


World Economic Outlook Databases (WEO)

Download time series data for GDP growth, inflation, unemployment, payments balances, exports, imports, external debt, capital flows, commodity prices, more.


24

World Factbook

GDP PPP, GDP Real, GDP per Captia, GDP composition by sector, Labor Force, Labor Force by Occupation, Unemployment Rate, Population Below Poverty Line, Household Income or Consumption by Percentage Share, Distribution of Family Income GINI, Investment, Budget, Public Debt, Inflation Rate, Central Bank Discount Rate, Commercial Bank Prime Lending Rate, Stock of Money, Stock of quasi money, Stock of Domestic Credit, Market Value of Publicly Traded Shares, Agriculture Products, Industries, Industrial Production Growth Rate, Energy Imports and Exports, Export Partners, Current Account Balance, Import Partners, Exports, Imports, Reserves of Foreign Exchange and Gold, External Debt, Stock of Direct Foreign Investment at home and abroad, Exchange Rates

https://www.cia.gov/library/publications/the‐world‐factbook/

World Resources Institute

Environmental Information

Panel

Foreign Direct Investment (FDI), Exports of Goods and Services, Balance of Trade, DebtExports Service Percent of Total, Savings Rate, Freedom Indices, Government Expenditures, Access to Information

http://earthtrends.wri.org/datatables/index.php?theme=10

Worldscope

While advances in harmonization have been made by major exchanges, FASB, IASB, and other regulatory bodies, financial accounting practices remain diverse and company presentations remain highly inconsistent. Thomson Reuters Worldscope Fundamentals addresses this complexity by utilizing uniform definitions and standardized statement organization. Worldscope covers over 57,000 companies, 37,000 active and more than 27,000 inactive companies, in more than 70 countries, including full standardized coverage of over 30 developed and emerging markets. Our data covers over 96% of global market capitalization, including all constituents of major indices, and 1,500+ data items.

Worldwide Governance Indicators (WGI)

Worldwide Governance Indicators (WGI) project reports aggregate and individual governance indicators for 212 countries and territories over the period 1996–2008, for six dimensions of governance.


WTO Statistics Database

GDP, Population, Trade per capita, Trade to GDP rate, Exports of goods and services, Imports of goods and services, Merchandise exports, Merchandise imports, Share in world total exports, Share in world total imports, Balance of Payments, Employment I services, FDI in services, Net commercial services trade, Investment Abroad, Other Trade‐Related Indicators, *sample list

http://stat.wto.org/Home/WSDBHome.aspx?Language=E

Partial Listing of Archival Databases Relevant for ... · PDF filepublic companies contained...

Documents

Transcript of Partial Listing of Archival Databases Relevant for ... · PDF filepublic companies contained...