Databases for Accounting and Finance
The Department of Accounting and Finance has access to a number of databases through WRDS (Wharton Research Database Services) and other platforms.
- Audit Analytics
Provided by Ives Group Inc.
Availability:
Audit Analytics is availaible on the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
From the Audit Analytics website:
"Thousands of professionals around the world use Audit Analytics every day to enhance their workflows with our accurate and detailed data tools. We help to uncover opportunities, minimize risk, and understand trends.
Whether for market intelligence, risk management, compliance, or research and public policy, Audit Analytics provides the highly structured data you need to make informed decisions.
Our expert team meticulously collects, organizes, and analyzes data – making it easy for our customers to find what they need to know. We are trusted to simplify the complex, illuminate trends, and reveal actionable insights."
- Bloomberg Terminal
Provided by Bloomberg.
Availability:
Bloomberg Terminal is available through the Bloomberg Financial Markets Lab in Room 136, Jubilee Building, University of Sussex Business School through Madina Tash (M.Tash@sussex.ac.uk). Book a slot on one of the Bloomberg PCs via here. Video instructions for how to register for a Bloomberg account are available here.
Basic information:
Research Investment insights from non-traditional sources.
Event-driven feeds
Real-time, machine-readable data for black box applications.Market data
The most comprehensive real-time market data available.Pricing data
Evaluated and non-evaluated pricing across every asset class.Reference data
Fundamentals and estimates, corporate actions, legal entity data and more.Regulatory data
Solutions that satisfy current regulations and help firms prepare for new rules. - CRSP (Centre for Research in Security Process)
Provided by University of Chicago.
Availability:
CRSP is available through the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
The Center for Research in Security Prices, LLC (CRSP) 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-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.
- Compustat
Availability:
Compustat is available through the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
The three types of Compustat Global data available on the WRDS platform:
Fundamentals data
Index constituents and index prices
Securities data - Eventus
Provided by Cowan Research L.C.
Availability:
Eventus is available through the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
Eventus performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. The Eventus system includes utility programs to convert calendar dates to CRSP trading day numbers, convert CUSIP identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis.
- Execucomp
Provided by S&P Global Market Intelligence.
Availability:
Execucomp is available through the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
Compensation items, including total compensation, cash compensation, and stock & option compensation. Tracking of executives, including using the annual CEO flag, and identifying board members that are CEOs.
- FIG/SNL
Availability:
FIG/SNL is available through the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
SNL Bank Regulatory is a database that contains the company/institution level and the aggregate level data of financial statements filed with bank regulatory agencies in United States, Mexico and Colombia.
SNL Bank Regulatory contains the company/institution level and the aggregate level data of financial statements filed with bank regulatory agencies in United States, Mexico and Colombia. The database gets its name from its original data provider SNL Financials, which is now part of S&P Global.
SNL Bank Regulatory Database includes the data of:
The financial statement filings that banks and credit unions are mandated to file with regulatory agencies, e.g., the US Federal Reserve, US Federal Deposit Insurance Corporation (FDIC), the Office of the Comptroller of the Currency (OCC), and the National Credit Union Administration (NCUA).
The financial statements filed with the bank regulatory agencies in Mexico and Colombia—the Comisión Nacional Bancaria y de Valores (CNBV) and the Superintendencia Financiera de Colombia (SFC).
As of April 2018, the database covers over 16,000+ operating companies and a total of 45,000+ active and historical entities; the history goes back to the 1990s. For detailed information about coverage, please see S&P Global’s documentation file SNL Bank Regulatory Data User Guide.
- Global Financial Data
Availability:
Students should initially go to the Global Financial Data website. On the home page, users will need to click the “Login/Register” button toward the top right of the page and then select ‘Register’. Next they should create their account by typing in their personal details, once created they will then receive an automated email with their temporary password. They will then need to return to the GFD Home page and again click on the “Login/Register” link again – this time selecting ‘Log In’ and then follow the instructions.
Basic information:
Total Returns
Pricing data for stock indices, bonds, and billsCommodity Data
Pricing data on gold, silver, oil, gas, and more...Exchange Rates
Currency conversions, exchange rate indices, black market rates...US Equities
Pricing, fundamentals, and estimates data on stocks - I/B/E/S
Provided by Thomson Reuters.
Availability:
I/B/E/S is available through the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
I/B/E/S Global Aggregates Extract earnings forecasts plus related data for 87 countries and major international indices — global asset allocation, cross-border valuation, sector and industry aggregation and derivatives.
I/B/E/S Key Performance Indicators (KPI) Effectively evaluate a business and how likely it is to perform in the medium and long terms. KPIs allow researchers to effectively evaluate a business and how likely it is to perform in the medium and long terms.
I/B/E/S Guidance Directly compare analyst and management expectations on company performance for over 8,200 companies, safe in the knowledge that they are using the same accounting basis for consistent analysis.
- OptionMetrics
Availability:
OptionMetrics is available throught the WRDS platform. To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
OptionMetrics is the premier provider of historical options data for use in empirical research and econometric studies. Quantitative researchers and financial professionals leverage OptionMetrics data for purposes such as analyzing market movement before mergers and acquisitions; exploring the relationship between option prices and daily stock return serial correlation; and investigating possible cases of insider trading.
OptionMetrics’ IvyDB Europe is the first comprehensive database of historical option prices, implied volatility, and sensitivity calculations for the major European markets.
Coverage:
More than 900 optionable securities from exchanges in the UK, France, Germany, Switzerland, Spain, Italy, Netherlands, and Belgium starting from January 2002.
Features:
Option data elements including strike, expiration, call/put, bid/ask/last prices, currency, exchange
Daily implied volatility values for each listed option and a smoothed and interpolated volatility surface for each security on each day for all available currencies
Calculations on equity options dividends, index dividends, and the daily interest rate curveOptionMetrics’ IvyDB US is a comprehensive source of historical price and implied volatility data for the US equity and index options markets. IvyDB US contains historical prices of options and their associated underlying instruments, correctly calculated implied volatilities, and option sensitivities. Subscribers can use IvyDB US to backtest trading strategies, evaluate risk models, and perform research on all aspects of options investment.
Coverage:
Data on all US exchange-listed and NASDAQ equities and market indices, as well as on all US-listed index and equity options, starting from January 1996.
Features:
Option data elements including strike, expiration, call/put, best bid/ask prices, volume, open interest
Interest rate curves, dividend projections, and option implied volatilities and sensitivities calculations
Historical dividends and corporate actions details - Orbis
Availability:
Available to colleagues in Department of Accounting and Finance. Accessible with University of Sussex login through the Library.
Basic information:
Contains information on close to 400 million companies and entities across the globe.
- PATSTAT
Availability:
Available to colleagues in Department of Accounting and Finance (contact Xiaochun Meng).
Basic information:
PATSTAT Global contains bibliographical data relating to more than 100 million patent documents from leading industrialised and developing countries. It also includes the legal event data from more than 40 patent authorities contained in the EPO worldwide legal event data (INPADOC).
PATSTAT EP Register: This database contains bibliographic and legal event data on published European and Euro-PCT patent applications.
- Refinitiv Workspace
Availability:
Refinitiv Workspace is available through the Thomson Reuters-Eikon platform. To get access, please send an email to the School's Operations Manager, Daniel Barrow, at D.M.Barrow@sussex.ac.uk.
Basic information:
Refinitiv Workspace gives you access to the broadest and deepest coverage of financial data, news, analytics and productivity tools - all in a highly customized experience on desktop, web and mobile.
With its integrated developer environment, you can also use and analyze data flexibly with modern APIs and popular languages like Python.
- S&P Capital IQ Pro
Availability:
Available to colleagues in Department of Accounting and Finance (contact Xiaochun Meng).
Basic information:
S&P Capital IQ Pro contains millions of data points on public company financials, estimates, ownership, and transactions. We have a restricted/ basic subscription to the database, but should you have an interest you can explore the data available through such a subscription.
- S&P Carbon Risk Database
Availability:
Faculty/staff and researchers only.
Basic information:
The Trucost Carbon Earnings at Risk dataset enables users to assess company-level exposure to current and future carbon pricing scenarios. Integral to this analysis is the calculation of the Unpriced Carbon Cost, which is defined as the difference between what a company pays for carbon today and what it may pay at a given future date based on its sector, operations, and under different climate change scenarios.
You can utilize this data to stress test a company's current ability to absorb future carbon prices and understand potential earnings at risk from carbon pricing on a portfolio level and report to stakeholders on forward-looking estimates of financial risks in line with the recommendations of the Task Force on Climate-Related Financial Disclosures (TCFD).
This dataset can help you:
Conduct scenario analysis and develop forward-looking estimates of financial risk or carbon pricing
Understand and assess the potential impact to a company's earnings today if the company has to pay a future price for their greenhouse gas emissions
Understand and manage risk associated to changes in carbon pricing
Examine the potential financial impact of carbon prices at a constituent and portfolio level under a range of scenarios - Stata SE
Availability:
Available via the University Software Hub on Windows computers, to staff and students in the Business School.
macOS users should contact the Business-Operations@sussex.ac.uk for the latest license code criteria.
Basic Information:
Stata is a general-purpose statistical software package developed by StataCorp for data manipulation, visualization, statistics, and automated reporting and is used by researchers in many fields. It is available to Business School staff and students.
Stata was developed in California and first released in 1985. Since 2003, a new version of Stata has been released once every two years with the current version, Stata 18, having been released in April 2023.
Stata can import data in a variety of formats, including ASCII data formats (such as CSV or databank formats) and spreadsheet formats (including various Excel formats). Stata's proprietary file formats have changed over time, although not every Stata release includes a new dataset format.
- UK Data Archive
Catalogue of social science, population and economic data held by the UK Data Archive (UKDA) at the University of Essex.
Availability:
Students will need to log in and register here, selecting University of Sussex as their institution. Once you log in, you can search for any databases maintained by UK data archive (e.g. databases of IMF, OECD, United Nations, etc.).
The UK data archive maintains a wide range of databases that provide macroeconomic, financial, health, tax, patent and population data at the country and regional levels.
Basic Information:
IMF databases: Balance of Payments Statistics, International Financial Statistics, World Economic Outlook, etc.
OECD databases: Banking Statistics, Main Economic Indicators, National Account, Health Statistics, Pension Statistics, Patent Statistics, Productivity Statistics, etc.
World Bank databases: World Development Indicators, International Debt Statistics, Subnational Population Database, etc.
International Energy Agency
United Nations
- WRDS (Wharton Research Database Services)
Availability:
To access the WRDS platform, go to the registration page of the WRDS website. Type in the information requested on this page and then click on 'Register for WRDS'. This will send an automatic email request to the Business School to check your details before approving your registration.
Basic information:
From the WRDS website:
WRDS is a globally-accessed, web-based platform service giving researchers access to accurate, vetted data and WRDS doctoral-level experts. 500+ institutions in 38 countries – supporting 75,000+ researchers. 600+ datasets from more than 50 vendors across multiple disciplines are accessible to support users at all experience levels. WRDS democratizes data access so that all disciplines can easily search for concepts across the data repository.
WRDS enables comprehensive thought leadership - enabling data access and giving users the power to analyse complex information through curated Classroom Teaching guides, Video Learning Pathways, Analytics/Linking tools, and Research Applications.
WRDS resources map to Accreditation Standards , impacting each institution’s trajectory from learning and discovery to research and publication.
WRDS hosts 350+TB of data - across all disciplines including Accounting, Banking, Economics, ESG, Finance, Healthcare, Insurance, Marketing, and Statistics - giving users the power to analyse complex information at speeds of up to 400MB per second.
Its data review and validation give users the confidence to tailor research and create a wide range of reliable data models. Approach your research using real-world examples and advance your analysis to answer the most critical questions with your data.
Supporting a global community of 75,000+ commercial, academic, and government users across 38 countries, WRDS is leading supplier of data management, innovative tools, analytics, and research services — all backed by the Wharton School.