Faculty databases for research

The Faculty provides staff and research students with access to a range of database products to support them with their research.

Access to Business and Law funded databases outside of the Faculty is considered on a case by case basis and will be subject to licensing restrictions and capacity; where granted, access and passwords must not be shared without permission. Each Business and Law subscription is considered for renewal annually; please be aware that renewal and cancellation decisions for these resources is made by Business and Law only and, if cancellations take place your access will be lost.

For a list of Software provided by the Faculty, please visit the Faculty Software page.

Ad$penderTM

Ad$pender™ is a tool that allows you to view a top-level summary of the multi-media advertising marketplace. Ad$pender monitors advertising expenditures and occurrence information for 3+ million brands across 18 media. Ad$pender is the popular choice of research, sales and marketing professionals. Ad$pender is a fast and easyto-use tool that allows you to break down information by category, parent, company, subsidiary and brand.

Ad$pender will recognise Deakin users due to the IP range we have provided them with, so a password is not required.

To assist you in using Ad$pender the following resources are available from their website –

Need Assistance or Training?
Client Support Hotline e-mail:  AdSpenderSupport@kantarmedia.com.
Get Ad$pender Tips and Updates!
To start receiving our Media Mix E-newsletter in your inbox every month, just email: mediamix@kantarmedia.com.

Product Manual
Ad$pender Manual (pdf)

How to access: http://edu.adspender.kantarmediana.com
Support: AdSpenderSupport@kantarmedia.com
Login: Your Deakin username

BLOOMBERG – IT

Bloomberg L.P. provides financial software tools such as an analytics and equity trading platform, data services and news to financial companies and organizations through the Bloomberg terminal (via its Bloomberg Professional Service), its core money-generating product. Bloomberg L.P. also includes a wire service (Bloomberg News), a global television network (Bloomberg Television), a radio station (WBBR), websites, subscription-only newsletters and three magazines: Bloomberg Businessweek, Bloomberg Markets and Bloomberg Pursuit.

How to access: Download Bloomberg Computer access instructions (docx)
Support: You will need to log in to the Customer Support page.  This can be accessed via any of the three main headings on the front page of the Bloomberg website.
Local Customer Support by phone: Melbourne +61 3 9228 8700

CSMAR

CSMAR (China Stock Market & Accounting Research) Database is designed and developed by GTA Information Technology, one of major providers of China data. CSMAR is the comprehensive database for Chinese business research. CSMAR covers data on the Chinese stock market, financial statements and China Corporate Governance of Chinese Listed Firms.

How to access: Wharton Research Data Services
English version: GTA Data
Chinese version: GTA Data

EIKON (DATASTREAM)

Thomson Reuters Datastream Professional is a powerful tool that integrates economic research and strategy with cross asset analysis to seamlessly bring together top down and bottom up in one single, integrated application. Access the website from the button below:

EIKON

Eikon (Datastream) unprecedented content - You get access to macro and cross asset financial databases you can rely on. Unique content sets include I/B/E/S Estimates, StarMine Analytics, ASSET4 (ESG) alongside powerful standardised or as reported fundamentals.

Performing deeper analytics - Quickly transform your data into valuable analytics. Plus customize the content through dynamic graphics, time series and highly integrated Microsoft Office applications will allow you to explore trends and discover opportunities.

Intuitive search & charting capabilities - Our search navigator easily allows you to find the relevant content and further analyse and explore it through sophisticated charting and correlation analysis.

Monitoring markets reacting with Reuters news & events - You will stay on top of global markets by using our interactive economic calendar. Watch the world respond with full access to real-time news and further access the broadest historical news archive.

We own a 6-seat concurrent licence (only 6 users at once will be allowed).

How to access: Eikon Access webpage
Support: crmc.support@reuters.com

FAME

UK and Irish companies
Private company data
A range of information giving a more holistic company view

You create your own ratios within Fame for advanced analysis. In addition to company financials, Fame has:

  • company news
  • industry research
  • credit scores and limits
  • financial strength indicators
  • corporate CCJs, directors and shareholders
  • images of original (scanned) filings
  • detailed corporate structures.

What you can do with Fame:

  • Assess a company’s financial strength.
  • Find companies that match your profiles including size, industry and location.
  • Find all companies in the same corporate “family” and look at complex organizational structures in clear diagrams. This unique data set includes international and domestic ownership information.
  • Compile a detailed picture of a company that includes background information and financial history, plus relevant news, M&A deals and rumours.
  • Analyse a company in relation to its peers.
  • Show your results graphically to help you interpret and display your research.
  • Monitor companies and peer groups you’re interested in, using flexible alerts.
  • Export your results for analysis or business development projects.
  • Plug Fame data into your own database, CRM system or spreadsheet to enrich and update your data and templates.
  • Compare groups of companies against one another.

We own a 5-seat concurrent licence (only 5 users at once will be allowed).

How to access: blresearch@deakin.edu.au
Support: Bureau Van Dijk
Login: FAME

MSCI ESG Research

MSCI ESG Research analyses thousands of companies worldwide to help institutional investors understand how ESG factors can impact the long-term risk and return profile of their investments. We create innovative tools designed to help clients incorporate ESG factors into their investment processes.

MSCI ESG Research data and ratings are used in the construction of the MSCI ESG Indexes. Our suite of over 600 equity and fixed income indexes are designed to help institutional investors more effectively benchmark ESG investment performance, issue index-based investment products, as well as manage, measure and report on ESG mandates.

MSCI ESG Ratings History

The MSCI ESG Ratings history (also referred to as IVA ESG Ratings) covers the history of ESG Ratings over time.

Period: 1999 to current
Universe: Global coverage
Delivery Method: Flat file

How to access: MSCI ESG Research Access webpage.

ORBIS

Orbis is a database covering millions of listed and unlisted companies. Information includes detailed current and historical financials, ratios, credit ratings, ownership, directors, company/industry research reports, annual reports, global public/private M&A deals and corporate actions (registry filings). Financials are also standardized for cross border comparison between Australia and other countries.

We own a 5-seat concurrent licence (only 5 users at once of Orbis will be allowed).

How to access: blresearch@deakin.edu.au
Support: daniel.vickovich@bvdinfo.com
Login: Orbis

Orbis User Guides:

Thomson Reuters Tick History

Thomson Reuters Tick History (TRTH) is an Internet-hosted product on the DataScope Select platform.

Thomson Reuters Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, fixed income, and derivatives instruments. Designed for customers requiring content to back-test automated and programmatic (algorithmic) trading models and perform historical quantitative research, as well as clients with compliance or transaction cost analysis needs.

Accessing Tick History

Tick History is a separate product offered through the DataScope Select platform. Access to Tick History requires a separate subscription and login credentials. Please contact blresearch@deakin.edu.au to request an account on your behalf.

You are encouraged to access Tick History from a modern browser to protect against security risks and ensure optimal product performance and reliability. Tick History supports Internet Explorer 11, Mozilla Firefox and Google Chrome.

Access to Tick History is available via https://hosted.datascope.reuters.com

For further details:

WRDS

Wharton Research Data Services (WRDS) is the award-winning research platform and business intelligence tool for over 30,000 corporate, academic, government and non-profit clients at over 375 institutions in 33 countries.

WRDS provides the user with one location to access over 200 terabytes of data across multiple disciplines including Accounting, Banking, Economics, Finance, ESG, and Statistics.

Some databases are provided through WRDS as standard; others are licensed individually. Registered users can see a full list of the available databases via WRDS website.

Databases included in WRDS subscription include:

AuditAnalytics

AuditAnalytics - Non-Reliance Restatements does not contain the financial impact of the restatement.

Audit and Compliance datasets covers all SEC registrants. It is used daily by researchers around the world for market intelligence, due diligence, compliance monitoring and trend analysis.

Corporate + Legal Modules are an integrated collection of databases focused on actions, disclosures and correspondence by companies, advisors, regulators and investors.

Bank Regulatory Database

The Bank Regulatory Database contains five databases for regulated depository financial institutions. These 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 filed for supervising purposes.

Blockholders Database

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. The data cleaning procedure is explained in detail by Jennifer Dlugosz, Rudiger Fahlenbrach, Paul A. Gompers, and Andrew Metrick in their study "Large Blocks of Stocks: Prevalence, Size, and Measurement".

BoardEx

The BoardEx database contains biographical information on most board members and senior executives around the world. Approximately 25% of the individuals are currently serving on boards of companies and 75% are either board members or part of the C-Suite. These individuals are associated with over 800,000 global organizations. New leaders are being added continuously including over 100,000 new people annually representing turnover in key organizational roles in the world's largest companies.

CBOE (Chicago Board Options Exchange)

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 Index was introduced in 1993 by Professor Robert E. Whaley of Duke University in his paper "Derivatives on Market Volatility: Hedging Tools Long Overdue," Journal of Derivatives 1 (Fall 1993), pp. 71-84. Since then, VIX has been considered by many to be the world's premier barometer of investor sentiment and market volatility.

The New VIX still measures the market's expectation of 30-day volatility, but in a way that conforms to the latest thinking and research among industry practitioners. The New 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.

S&P Compustat

Snapshot data the Trial contains a limited date range for 100 of the largest global companies.

Compustat Monthly Updates: North America, Bank, Historical Segments

Compustat Quarterly Updates: Execucomp

Other Compustat: North America – Annual updates, Marginal tax Rates

Legacy Compustat: Legacy – North America FTP

Tools: Tools

CRSP/Compustat

A new set of "flat files" built from the CRSP Stock and Index databases of Quarterly and Annually such as stock prices

CSMAR

  • Financial Data – Balance Sheet, Income Statement, Cash flow – Direct, Cash Flow Indirect
  • Trading Data - Company profile, Capital Distributions, Changes in Shares Outstanding, Risk-free Rate
  • Daily Trading Data – Stock Price and Returns, market Returns, Congregated Market Returns, Indices, Calendar File & Exchange Rate
  • Monthly Trading Data – Market Returns, Stock Price & Returns, Congregated Market Returns

Dow Jones Averages & Total Return Indexes

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. The Dow Jones Industrial Average, the best known U.S. stock index, and the Dow Jones Transportation Average, the oldest U.S. stock index were created by Charles Henry Dow, co-founder of Dow Jones & Company, and maintained and reviewed by the editors of The Wall Street Journal. Dow Jones Indexes is the source of Dow Jones information and the provider of this data.

The Dow Jones Total Return Indexes are introduced by Dow Jones Indexes as part of the Dow Jones Total Market Index Series. The Total Return Indexes account for reinvested dividends. Data for the Total Return Indexes is available after 1987.

Direct Marketing Educational Foundation

Four individual data sets, each containing customer buying history for about 100,000 customers of nationally known catalogue and non-profit database marketing businesses are available through DMEF to approved academic researchers for use within academic situations.

Corporate names are anonymous and customer names and addresses have been removed, but the business type is indicated. ZIP codes have been retained (if possible) to provide a potential link to Census ZIP level demographics.

Event Study

The event studies are widely used by empirical researchers in finance, economics, accounting, law, and other business disciplines to analyse the market reaction to firm specific and market-wide events using either returns or volume around the time when event occurred.

Some examples include: earnings announcements, M&As, new capital issues, and announcements of macroeconomic variables (unemployment or trade deficit), measure impact on the value of a firm resulting from a change in the regulatory environment, or to assess the damages.

Fact Set

FactSet Ownership: Provides global institutional, mutual fund, stakeholder, and float-related share ownership information.

FactSet Fundamentals Comprehensive global database, providing users with a firm foundation for financial analysis.

FactSet Revere Uncovers the complex network of companies in the world economy-Industry Classification, Relationships and Geographic Revenue.

Fama-French portfolios and factors

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 the ratio of book equity to market equity (BE/ME) as a proxy for value. Returns from these portfolios are used to construct the Fama-French Factors. Eugene Fama and Kenneth French showed that their factors capture a statistically significant fraction of the variation in stock returns (see “Common Risk Factors in the Returns on Stocks and Bonds”, Journal of Financial Economics 33, 1993). The Fama-French data source is Kenneth French’s web site at Dartmouth.

More information can be found on the Wharton University of Pennsylvania website.

Federal Reserve Bank Reports

The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia.

More information can be found on the Wharton University of Pennsylvania website.

ISS - Institutional Shareholder Services

ISS’ special focus and commitment to meeting the needs of academics involves several key governance datasets, proprietary analytics, and expertise to help uncover risks and understand the key issues in the areas of board, audit, compensation, shareholder rights, and more. ISS’ key delivery platform for academics is provided through the Wharton Research Data Service (WRDS).

  1. Corporate Takeover Defence database
  2. Directors Data
  3. Shareholder Proposals
  4. Voting Results Data

Markit Credit Default Swap Sample

Contains full coverage for one day of trading.

Credit Default Swap

MF LINKS

MSCI (Formerly KLD and GMI)

KLD - STATS

Includes data for the following issue areas and associated indicators:

  • Social
  • Community
  • Corporate Governance
  • Diversity
  • Employee Relations
  • Environment
  • Human Rights
  • Product
  • Business Involvement
  • Alcohol
  • Gambling
  • Firearms
  • Military Contracting
  • Nuclear Power
  • Tobacco

GMI - US historical dataset

Includes data for the following issue areas and associated indicators:

  • CEO Compensation Figures
  • Companies
  • Relationships/Directors
  • Takeover Defences

MSRB - Municipal Securities Rulemaking Board

As the primary regulator of the $3.7 trillion municipal security market, the MSRB collects and makes publicly available through its Electronic Municipal Market Access (EMMA). The trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts.

OptionMetrics

OptionMetrics is the financial industry’s premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main source of options pricing, implied volatility calculations, volatility surfaces, and analytics. We enable traders to construct, test, and execute options/derivatives investment strategies and accurately monitor their risk exposure, so that they can make more informed and, ultimately, more profitable investment decisions.

More information can be found at the Wharton University of Pennsylvania website.

Philadelphia Stock Exchange Currency Options and Implied Volatility

The Philadelphia Stock Exchange founded in 1790 is the oldest organized stock exchange in the nation. As one of North America’s primary marketplaces for the trading of stocks, equity options, index options and currency options, the PHLX continues to be a market leader in the development and introduction of innovative new products and services.

The PHLX trades more than 2,800 stocks, 740 equity options, 12 sector index options and 100 currency pairs. On the equity floor, PHLX’s PACE (Philadelphia Automated Communication and Execution) system was one of the first automated equity trading systems on any exchange.

The PHLX’s Semiconductor Sector (SOX) Index Option has become one of the most actively traded sector index options offered by any exchange and serves as a widely quoted benchmark of the high-tech industry. Additionally, the Oil Service Sector (OSX) is the industry’s most successful new sector index option. Furthermore, the PHLX’s Gold/Silver Sector (XAU), KBW Bank Sector (BKX) and Utility Sector (UTY) are established in a highly competitive environment of other indices as leading industry indicators.

Publicly Available Data

Public data on WRDS comes from a variety of sources in the public domain. WRDS converts the data into a consistent format and updates it on a regular basis. The databases are organized into content areas. Our growing collection currently includes:

Macro Economics:

  • BEA - Bureau of Economic Analysis. www.bea.gov. WRDS publishes the top series on GDP, Consumer Spending, and other national accounts.
  • BLS - Bureau of Labor Statistics. www.bls.gov. WRDS publishes the top series from each of the main surveys, including the CPI, PPI, CES, and others.

Healthcare:

  • HCUP - Healthcare Cost and Utilization Project. www.ahrq.gov/research/data/hcup. WRDS publishes data from the National Inpatient Sample. It examines individuals as patients, covering information about procedures and diagnoses during hospital inpatient stays and emergency department visits.
  • MEPS - Medical Expenditure Panel Survey. www.ahrq.gov/research/data/meps.WRDS publishes selected Household tables which examine individuals as consumers, covering insurance coverage, and the use and cost of health services. WRDS also publishes Insurance tables, covering employers in the private sector and state and local governments on the health insurance coverage offered to their employees.

The Penn World Tables Database

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 (CICUP).

RavenPack News Analytics Trial

RavenPack News Analytics (RPNA) provides real-time structured sentiment, relevance and novelty data for entities and events detected in the unstructured text published by reputable content sources. Publishers include Dow Jones Newswires, the Wall Street Journal and over 19,000 other traditional and social media sites. RavenPack News Analytics is used to enhance returns or improve efficiency by quantitative & algorithmic traders, automated market-makers, portfolio managers, risk managers and surveillance analysts. Over 15 years of millisecond time-stamped data is available for backtesting.

Research Quotient

Research Quotient = percentage increase in revenue from a 1% increase in R&D. RQ is the output elasticity of R&D. RQ offers a universal, uniform, and reliable measure of a firm's R&D productivity.

SEC-mandated Disclosure of Order Execution Statistics

On November 15, 2000, the SEC adopted new rules aimed at improving public disclosure of order execution and routing practices. As a result of Rule 11Ac1-5, market centres 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, including how market orders of various sizes are executed relative to the public quotes and information about effective spreads - the spreads actually paid by investors whose orders are routed to a particular market centre. In addition, market centres must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.

Data is available on WRDS through 2005, and is no longer updated.

TAQ - NYSE Trade and Quote

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

Reg SHO - NYSE Short Sales: Contains data related to SEC Regulation SHO per the terms of the SRO requirement to make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending 2007. (SROs are self-regulatory organizations in the securities industry, such as the NYSE, that create and enforce rules for its members based on the federal securities laws.)

Millisecond Trade and Quote: Trades and Bids are tracked at the millisecond level (HHMMSSXXX)

Thomson Reuters/SDC Platinum

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. Learn more about Thomson Reuters data, analysis and information tools.

DealScan

The world’s pre-eminent source for extensive and reliable information on the global syndicated bank loan market, this robust database contains detailed terms and conditions on over 240,000 loan transactions.

Lipper Hedge Fund

The most reliable source of timely, high quality hedge fund data for over 20 years. The Tass Lipper Hedge Fund Database offers quantitative performance data on over 7,500 actively reporting hedge funds and funds of hedge funds, plus over 11,000 graveyard funds.

I/B/E/S

Thomas Reuters I/B/E/S 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. Complementing the I/B/E/S Guidance data, Earnings Estimates is used by every financial professional for Earnings Data covering over 5800+ US Companies, 12,400 International Companies, with history dating back to 1976.

A Global Database with over 8,200 companies in 50 countries and history back to 1994, academics utilize the I/B/E/S Estimates and I/B/E/S Guidance together to form hypothesis in different directions—resulting in conclusions that illustrate the strength of the product set.

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.

13F Institutional Holdings

Access Institutional Common Stock Holdings and Transactions, as reported on Form 13F filed with the SEC by institutional managers with $100 million or more in Assets Under Management.

SDC Mergers and Acquisitions, Mergers and Acquisitions Advisors, Mergers and Acquisitions Events

Toyo Keizai Trial

Datasets and Benefits

Research estimates Sales, Operating Income, Ordinary Income, Net Income, as well as EPS and DPS, on daily basis. Analyse financial statements extract CSR on 1,400 companies covering HR, Governance and Environment

TRACE

TRACE - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.

Introduced in July of 2002, 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.

The TRACE Historical Time and Sales data is available through WRDS. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume.

WRDS - SEC Analytics Suite

The NEW SEC Sentiment and Readability data offers academics quick and easy developed datasets from all SEC filings, parsing millions of regulatory reports based on custom criteria from 1994.  Information is update daily to allow users to retrieve and explore data quickly to find historical information, SIC code, filing size, SEC acceptance date and time etc.  The New SEC Analytics suite offers a broad business usage from forensic accounting and due diligence checks to disclosure research and investment management.

Zacks Investment Research – Trial

Zacks data can be used to empirically analyse analysts’ forecasts and their revisions, price targets and recommendations (e.g., construct popular measures such as consensus forecast, earnings surprises, analyst track records, etc).

Zacks Investment Research, based in Chicago, Ill., has been a leading provider of research, market data, and quantitative models to institutional investment management firms in the US and Canada for over 30 years. Recognized for quality, consistency and reliability, Zacks provides institutional and individual investors with the analytical tools and financial information necessary to the success of their investment process. Founded in 1978, Zacks' early contribution to investment analysis was the discovery that earnings per share estimate revisions are the most powerful force affecting stock prices. This discovery is built into the Zacks Rank proprietary methodology for predicting stock price performance. The Zacks Rank has produced average annual returns in excess of 28% since 1988. The premier source of analysts' earnings forecasts, today Zacks produces data feeds for estimates, ratings, earnings report data, fundamental data, and institutional holdings for US and Canadian traded equities, as well as investment research reports and research software tools for investors.

How to access: Wharton Research Data Services

To see a full list of subscribed databases, please click here.

Applying for an account

  1. Point your web browser to http://wrds.wharton.upenn.edu
  2. Click on the link for Register for a WRDS Account
  3. Fill out the form
  4. Click Submit.

The local WRDS representatives will review your request and notify you when it has been processed. Your local WRDS representatives is: blresearch@deakin.edu.au

Types of accounts

  • Faculty
  • Staff
  • PhD
  • Master's Student
  • Visitor
  • Research Assistant
  • Class
  • Library/Lab
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