The Fama-Miller Center acquires and maintains data that is provided strictly for academic research and cannot be used for commercial purposes. The tool below will allow you to search for finance/economic variables and datasets that are available to members of the Booth community. Please email email@example.com with any questions.
Comments and Notes
Capital IQ provides business research and analysis covering nearly 2 million public and private companies through its Capital IQ Platform. Its data includes financial information, executive contacts and profiles, merger and acquisition activity, and research reports.
Students (full-time, evening, weekend, and executive) request access through the link on the portal under Career Services Databases. Staff and faculty should contact rabia.baig@ChicagoBooth.edu for account set up. Student accounts are created by Capital IQ each Monday. Once your account has been set up, you can access through the ?Capital IQ: Access database? link on the Career Services Database page. Note: do not access Capital IQ from the network of an outside firm like your employer. Questions? Full-time students, faculty, and staff contact the Harper Career Resource Center at crc-hpc@lists.ChicagoBooth.edu for access information. Part-time students, contact the Fisher Career Resource center at boothworks@ChicagoBooth.edu. ACCESS: Click on the icon on the desktop of the scanner stations in the Harper or Gleacher Center lab.
Contact us at firstname.lastname@example.org
Amadeus is a pan-European financial database containing information on over ten million companies from 41 countries, including all the EU countries and Eastern Europe. Up to ten years of detailed information (consolidated statements are also provided when available) comprising 24 balance sheet items, 25 profit and loss account items and 26 ratios.
WRDS username and password required.
Audit Analytics provides detailed research auditor information on over 1,500 accounting firms and 20,000 publicly traded companies. In addition, it also provides compliance disclosures, litigation and corporate governance. We have purchased the Legan Feed only.
Bank Regulatory provides 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 filed for supervising purposes.
WRDS username and password required.
BankScope contains comprehensive information on banks across the globe. You can use it to research individual banks and find banks with specific profiles and analyze them. BankScope has up to 16 years of detailed accounts for each bank.
Bureau of Economic Analysis
The Blockholders 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.
The Bloomberg Professional Station seamlessly integrates historical information on about 5 million bonds, equities, commodities, currencies and funds. The Bloomberg?s electronic library comprises data on almost every publicly traded company in the world and biographies of more than 1 million people.
Two Bloomberg Professional stations are available for use in Harper Center Room 345 (Fama-Miller Center) for Booth faculty and research assistants. If you are interested in making an appointment to use one of the stations, please contact Mary Ellen Krejci at 773.702.5530 or Marisa Milazzo at 773.702.0338. Two more Bloomberg stations are in the Harper Center and Gleacher Center computing labs.
Business Source Complete provides current industry reports, market research reports, country reports, and public company profiles. Furthermore, its content also includes citations, summaries, and full text of articles from academic journals, magazines, and trade publications.
Restricted by network address, use CNet ID and password.
United States Department of Labor - http://www.bls.gov/
United States Department of Labor
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.
Compustat is one of the leading providers of financial and economic data in the world. The Booth subscription to Compustat includes Compustat North America and Compustat Global & Emerging Markets. The content includes income statements, balance sheets, executive compensation, price, dividends and much more.
CRSP's newest Securities Information Filtering Tool, CRSPSift, is a powerful and easy-to-use Windows-based tool that allows users to search and retrieve financial and economic data. CRSPSift provides the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases.
CRSPSift may also be accessed from the Research PCs at the Gleacher and Harper Center Computing Labs. Or you can download the software onto your computer using these instructions: http://it.chicagobooth.edu/research-computing/pdfs/crspsiftdownloadandinstallation_Setup.pdf
The Center for Research in Security Prices maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases.
The China Stock Market & Accounting Research database is designed and developed by GTA Information Technology - one of major providers of China data. The CSMAR Databases offer data on the China stock markets and the financial statements of China's listed companies.
The CUSIP Master Files provide CUSIP numbers, standardized descriptions and additional data attributes for over 5 million corporate securities offered in North America.
DataQuick - Housing data - US residential property sale transactions.<br>
Assessor - Data generally sourced from the assessors? offices or derived from data sourced from the assessors? offices. Assessor files are both the full Assessor updates resulting from the closing of the tax rolls at the assessor's office and sales updates that change ownership in the assessor data.<br>
History - Data generally sourced from the Recorders? offices related to sale and loan transactions or derived from sale and loan recorder data.<br>
These data can only be accessed by Booth faculty. Please acknowledge the Fama-Miller Center for Research in Finance and the Initiative on Global Markets at the University Of Chicago Booth School Of Business on all written work for the usage of this data.
Access to DataQuick is through the Booth GRID or through the Fama-Miller shared drive. You can request access by emailing fama-miller@ChicagoBooth.edu.
DataStream provides historical, global coverage of equities, stock markets, commodities, futures, currencies, options, bond markets, company financials, and economic data.
DataStream can be Accessed on the Research PCs in the Harper and Gleacher Center Computing Labs.
Dealscan is a web-based database that holds term sheets for every syndicated loan in the market, i.e. deal terms and conditions on over 50,000 loans, high yield bonds, private placements, and hybrid financing structures originated globally since 1988 to mid-2000. Information includes borrower, lender, purpose, amount, fees, covenants, financials and more.
WRDS username and password required. Please contact the help desk for Dealscan user Id and password if you want to access via Loan Connector.
Dow Jones covers the Dow Jones Averages and the Dow Jones Total Return Indexes. The Dow Jones Averages are comprised of The Daily and Monthly Dow Jones Composite, as well as The Dow Jones Industrial, The Dow Jones Transportation, The Dow Jones Utility, The Dow 10, and The Dow 5.
Board of Governors of the Federal Reserve System - Country Exposure Lending Survey
Board of Governors of the Federal Reserve System - Survey of Terms of Business Lending
Electronic Data Gathering, EDGAR, provides a free analysis and retrieval system of registration statements and period reports submitted by companies required by law to file forms with the U.S. Securities and Exchange Commission (SEC).
No username and password required.
FactSet consolidates all the tools you need to monitor global markets, public and private companies, and equity and fixed income portfolios in a single, intuitive interface. With FactSet, you gain powerful analytics tailored to your workflow, the broadest scope of data available, and access to industry-leading client service. Our solutions are designed to fit seamlessly into your workflow, with a wide selection of customizable reports and charts that are relevant to your job function.
The FactSet application is on the terminal in the Harper, Gleacher or PhD labs.
Fama-French provides data on portfolios that 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.
The Federal Deposit Insurance Corporation dataset, FDIC, 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.
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.
FRED provides a database of over 19,000 U.S. economic time-series that are fully downloadable to Microsoft Excel and text files.
Industrial Production and Capacity Utilization
Board of Governors of the Federal Reserve System - Consumer Credit
Board of Governors of the Federal Reserve System - Finance Companies
GFD is the most comprehensive collection of financial and economic data ever to be compiled from original data sources. Covering more than 200 countries and extending back to 1265, GFD is the source that analysts around the world use to complete their research, past and present. Also included is an unsurpassed compilation of proprietary total return data on stocks, bonds, and bills that extends back to the 1800s. To gain access to the data, you will need a Booth user name and password
To access the Global Financial Data, you will need a GFD account. If you are a first-time user, you will have to create a GDF account using your Booth email address. Please note: if you are off campus, you will need to connect to the Booth VPN first.
Thomas Reuters IBES Guidance allows academic clients to directly compare analyst and management expectations on company performance, safe in the knowledge that they are using the same accounting basis for consistent analysis. Guidance provides the user with comments directly from management about future expectations. When combining the final analyst consensus estimate, incorporating company issued guidance and information gained since the guidance announcement, clients have confirmed it is the most accurate way of reviewing Estimates, differing from actual results on average by 8.0%. A Global Database with over 8,200 companies in 50 countries and history back to 1994, academics utilize the IBES and IBES Guidance together to form hypothesis in different directions ? resulting in conclusions that illustrate the strength of the product set.
Board of Governors of the Federal Reserve System - Foreign Exchange Rates
Board of Governors of the Federal Reserve System - Select Interest Rates
Board of Governors of the Federal Reserve System - Factors Affecting Reserve Balances
Board of Governors of the Federal Reserve System - Money Stock Measures
Board of Governors of the Federal Reserve System - Assets and Liabilities of Commercial Banks in the United States
Global Insight databases provide data on national income accounts, balance of payments, foreign debt, exchange rates, money supply and employment - among other national level categories. Our subscription includes access to Annual Basic Economics, Monthly Basic Economics, and Quarterly Basic Economics.
The Institutional Brokers Estimates System, I/B/E/S, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.
The Mergent Fixed Income Securities Database (FISD) for academia is considered the most comprehensive collection of publicly-offered U.S. Corporate bond data.
MFLinks provides 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 Thomson Financial Ownership - CDA Spectrum database.
The Mintel Reports database contains full-text market research reports covering US and Global consumer markets, with an emphasis on European and US markets. Each report analyzes market share, segmentation, and trends along with providing comprehensive demographic profiles and consumer patterns.
The International Financial Statistics database contains worldwide macroeconomic data: current data on exchange rates, international liquidity, money and banking, interest rates, prices, production, international transactions, government accounts, and national accounts. Coverage starts in 1948; series are monthly, quarterly or annual.
Access is restricted by network address. Use CNet ID and password.
RiskMetrics (through ISS Governance Services) is a leader in corporate governance data. IRRC was initially the data provider for WRDS. IRRC, however, was acquired by ISS in 2005. This acquisition did not initially affect the data provided through WRDS, but that changed in 2007 when RiskMetrics changed the methodology to collect data to follow ISS specifications. Also, the new methodology does not collect all the variables needed to create the Governance Index (GIndex).
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.
The Lipper TASS Hedge Fund Database provides one the most comprehensive databases for hedge funds coverage in the world. It contains more than 350 fields of data over 3900 hedge funds and 300 plus Commodity Trading Advisor programs.
Access available for use by Faculty only. Please email Fama-Miller@ChicagoBooth.edu to request an account.
The data show large liquidity shocks during the recent financial crisis, mostly in September 2008 (Lehman Brothers), March 2008 (Bear Stearns), and August 2007.
Markit CDS provides Credit Default Swap composite data on approximately 3,000 individual entities. Composite calculated spreads, after data cleaning, are available on a daily basis from January 2001 to present.
MDR data are quotes and trades captured by the Chicago Board of Options Exchange internal data retrieval systems. The data also contain TAQ (trade and quote) data on SPX options from 1990 until December 2013.
Request access to MDR data by emailing the Fama-Miller Center at Fama-Miller@chicagobooth.edu . Access is available for Booth faculty and students.
Moody's Default & Recovery Database is a comprehensive set of ultimate recovery data which contains data for 40,000 global corporate and sovereign entities, including more than 417,000 debts. The data is updated monthly and spans from 1970 to the present, with select default data going back to 1920.
Access available for use by Faculty and Research Assistants. Please email Fama-Miller@ChicagoBooth.edu to request an account.
Academic institutions bring Morningstar Direct into the classroom to incorporate real-world training within their curriculum. Professors can provide students access to this platform to prepare them for the realities they will encounter in the workforce as professional portfolio managers or financial researchers. Students who use Morningstar Direct gain experience with institutional data and various research methods. They can learn the product quickly by taking advantage of our product certification program. Educators can also reference Morningstar Direct's data and analytics while conducting their own academic research.
Faculty access to Morningstar may be obtained by emailing the Fama-Miller Center. Student access can be found on a research terminal in the Harper Center or Gleacher Center computing labs.
The Organization for Economic Cooperation and Development (OECD) provides fulltext publications and statistical information covering agriculture and food, education and skills, emerging economies and transition economies, employment, energy, science and information technology, social issues and migration, statistics sources and methods, taxation, territorial economy, and much more. NOTE: Some of the statistical data tools in Source OECD require Internet Explorer.
OptionMetrics provides a comprehensive source of historical price and implied volatility data for the US equity and index options markets.
OSIRIS is 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 80,000 companies. The bank financials in OSIRIS offers up to 8 years of financial data for more than 3,350 listed banks. Insurance company financials, collected from annual reports and the NAIC and cover up to 9 years of data on over 660 listed insurance companies. OSIRIS strives to cover all publicly listed companies worldwide. In addition, it covers major non-listed companies when they are primary subsidiaries of publicly listed companies.
The Private Equity Analyst database provides the latest news and trends in the private equity and venture capital industry. Its content includes information about funds coming to the market, targets and asset allocation changes, deals from announced buyouts and IPOs, analysis of partnerships, terms, compensation and legal and tax issues, proposed regulations and legislation affecting asset class.
Private Equity Analyst is accessible through the Portal. Under My Communities on the left hand menu bar, click Career Services Databases.
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.
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.
Standard & Poor?s NetAdvantage is a comprehensive source of business and investment information, offering on-line access to several of Standard & Poor's printed research publications Including Standard and Poor's Stock Reports, Industry Surveys, Corporation Records, Register, Stock Guide, Bond Guide, Earnings Guide, The Outlook, and Dividend Record.
Access is restricted by network address. Use CNet ID and Password. Website - http://www.netadvantage.standardandpoors.com.proxy.uchicago.edu/NASApp/NetAdvantage/index.do
SEC provides registration statements, periodic reports, and other forms submitted electronically by all domestic and foreign companies.
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.
SNL Financial Institutions combines exclusive analysis and in-depth data in real time for the banking industry. SNL Financial Institutions encompasses publicly traded banks, thrifts, insurance companies, insurance brokers, specialty finance companies, investment companies, broker/dealers and financial technology companies. This includes merger model, banking regulatory data, branch ownership updates and statutory insurance data.
To access SNL Financial Institutions you will need to use the Booth VPN when accessing the website off site or if you are connected to the wireless network. When you arrive at the website, click on "New User? Register for password" link. Enter your Booth
TAQ provides historical tick-by-tick data of all stocks listed on NYSE, AMEX, NASDAQ, and SmallCap Issues. TAQ does not cover aggregated indexes.
Thomson ONE is a powerful and comprehensive web-based product that provides access to relevant real-time global market data, news, and authoritative content from industry-leading sources. It allows users to download data into Excel files. Furthermore, it offers quick and easy access to quotes, earnings estimates, financial fundamentals, market moving news, transaction data, corporate filings, ownership profiles and research data. Some of Thomson One's leading sources include: Thomson I/B/E/S, WorldScope, First Call Earnings Data, Global Real-time and/or Delayed Market Data, and Investext. NOTE: Some of the statistical data tools in Thomson One requires using Internet Explorer.
Access is restricted by network address. Access using an Internet Explorer browser window. If you are off campus, you need to use the VPN. Excel add-in users need to use an user ID and password from the help document. http://it.chicagobooth.edu/research-computing/pdfs/thomsonone.pdf
Thomson Reuters is a global provider of data, analysis and information tools offering the most comprehensive range of indispensable, market-leading services and customizable solutions to help clients make better decisions, be more productive and achieve superior financial results.
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.
DataBank is an analysis and visualisation tool that contains collections of time series data on a variety of topics.
ZACKS provides financial information on U.S. companies and mutual funds.