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Research servers in ITSC

 

 

WRDS-Wharton data services

(contact: fnlo@ust.hk)

 

 

         

(Email:fnlo@ust.hk)

 
Listing of Research Databases subscribed by the School :

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.

Description:
Audit + Compliance Modules:
Audit + Compliance is an innovative data service that addresses core informational demands for a variety of professional research needs. Track and understand customer and competitor activities and trends related to audit, regulatory and disclosure issues. The Audit + Compliance module is composed of ten databases and covers all SEC registrants.
Auditor Changes
• Tracking auditor changes made by public companies since 2000.
Auditor Engagements
• Updated daily, we track who audits every public company.
• Key data points include auditor tenure and registration status.
Audit Fees
• Audit fee data on public companies since 2000.
Audit Opinions
• Tracks all auditor reports on financial statements disclosed since 2000.
• Key data points include office of auditor and going concern modifications.
Benefit Plan Opinions
• Tracks all auditor reports found in 11-K filings.
Director & Officer Changes
• Updated daily, we monitor all director and officer changes.
SOX 404: Internal Controls
• All SOX 404 assessments analyzed back to 2004 and categorized with our proprietary issues taxonomy.
SOX 302: Disclosure Controls
• Every SOX 302 assessment analyzed back to 2002 and categorized with our proprietary issues taxonomy.
Non-timely Filers
• Tracks all late filing notifications since 2000.
• Each notification is categorized with our proprietary issues taxonomy.
Financial Restatements
• Tracks all financial restatements disclosed since 2000.
• All accounting and accounting related issues are categorized for each restatement.

   Access the Database(pls contact Ming Lo for password)

   List of Variables

   User Guide (online)


Bloomberg Database

Bloomberg is a major global provider of 24-hour financial news and information, including real-time and historic price data, financials data, trading news, and analyst coverage, as well as general news and sports.

   Access the Database - Finance Dept Database Room

   List of Variables/User Guide (online)


CCER Database

Database on China companies financial statements and stock information.

   Access the Database (pls contact Ming Lo for password)

   List of Variables/User Guide (online)


COMPUSTAT

COMPUSTAT (from Standard & Poor's) privides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental items on more than 24,000 publicly held companies.

  Access the Database - WRDS, SBM

   List of Variables

   User Guide


Datastream  

Covering an unrivalled wealth of asset classes, estimates, fundamentals, indices and economic data. You can explore relationships between data series, analyze and map historical trends, and validate investment ideas.
Historical, global coverage of equities, stock markets, commodities, futures, currencies, options, bond markets, company financials, and economic data. The database is updated daily, and historical equity information goes back as far as 1973, though coverage varies across countries and types of content.

   Access the Database - Finance Dept Database Room

   List of Variables (online)

   User Guide (online)


ExecuComp  

ExecuComp includes over 80 different compensation items on more than 12,500 executives (top five executive officers per company) in companies included in the S&P 500, S&P 400 MidCap and S&P SmallCap 600 indexes; over 35 measures of company financial performance taken from Compustat.

   Access the Database - WRDS     

   List of Variables

   User Guide


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 Nasdaq stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases.

   Access the Database - WRDS, SBM

   List of Stock Variables

   List of Bond Variables

   User Guide


Lipper Hedge Fund Database (TASS)

Jump to search The Trading Advisor Selection System (TASS) or Lipper TASS database contains monthly data for hedge funds. It is one of the most representative database for hedge funds, containing over 7000 of actively reporting hedge funds. Typical information contained in the database are monthly returns, fee structure, and some specific information as the investments type, strategic focus. The monthly data goes back to at least May 1973 and is often used by researches for large-scale data analysis.

   Access the Database - Finance Dept Database Room

   List of Variables

   User Guide (online)


I/B/E/S

Provides Wall Street earnings forecasts and the consensus data derived from these forecasts for more than 3,500 publicly traded companies in U.S.

   Access the Database - WRDS

  List of Variables

   User Guide (Summary History)

   User Guide (Detail History)


S&P ESG Data

Global ESG Scores and Trucost, access risk relating to climate change, natureal resource constraints, measure and report on ESG risks and opportunities across industries, and broader enviromental, social, and goverance factors.

   Access the Database - WRDS


DealScan

DealScan provides information about borrower, lender, purpose, amount, fees, covenants, financials and more..

   Access the Database - WRDS, Finance Database Room

   List of Variables

   User Guide


NYSE TAQ

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

   Access the Database - WRDS, SBM

   List of Variables

   User Guide


OptionMetric

OptionMetrics contains historical prices of options and their associated underlying instruments, calculated implied volatilities, and option sensitivities. Contains data on all US exchange- listed and NASDAQ equities and market indices, as well as all US listed index and equity options, starting from January, 1996.

   Access the Database - WRDS

  List of Variables

   User Guide (US)

   User Guide (Europe)


PACAP

The PACAP Research Center creates, maintains, and distributes comphrehensive, computerized databases which track capital market data for eight Pacific Basin countries on a continuous and systematic basis. PACAP Databases contain extensive infomation on all listed companies from each country's major stock exchange including: daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics .

   Access the Database - WRDS/BMRES

   List of Variables

   User Guide (HK)

   User Guide (Taiwan)

   User Guide (Korea)

   User Guide (Indonesia)


Thomson-Insiders

Transactions and holding information for Insiders.

The Thomson Reuters Insider Filing Data Files are designed to capture all insider activity as reported on SEC forms 3, 4, 5, and 144. In addition, Thomson Reuters adds value by making systematic interpretations on the accuracy of as-reported data and inserting “cleansed” fields for comparison. A cleanse code is included to denote the overall level of confidence in each record.

Corporate insiders are defined broadly to include those that have "access to non-public, material, insider information" and these insiders are required to file SEC form 3, 4, and 5 when they trade in their companies stock. Many times the actual insider files his or her own forms and sometimes the company's CFO or general counsel or a private attorney files on behalf of the insider. Each insider must sign the forms themselves, no matter who does the actual filing.

   Access the Database - WRDS, Finance Database Room

   List of Variables

   User Guide

 

Thomson-Institutional Holdings 

Formerly called Spectrum, Thomson Reuters Insider Filing Data (Forms 3, 4, 5, and 144) goes back to 1978; a cleansed version is available only back to 1986. Institutional (Form 13F) and 5 Percent Owner Databases go back to 1980; the Domestic Mutual Fund Database goes back to 1979.

   Access the Database - Finance Database Room

   List of Variables

   User Guide

 

Thomson Reuters Subscription (All Reuters database described below is accessible via Eikon terminal with Datastream  located at Finance Database Room)

 

   Eikon is more than just a way to access an extraordinary range of data and exclusive market-leading Reuters news. It’s an open platform so you can build and plug into a wide array of APIs and apps to get the information you need, when and how you need it. (For details, please refer to eikon-overview-brochure.pdf)

Datastream is an industry leading analytical data source that enables detailed exploration of relationships between data series; perform correlation and relationship analysis; test investment and trading ideas; research countries, regions and industries, with time series available from the 1950s


 

SDC Global all products, JV, M&A, New Issues, Ventures, Municpals(US & Canada), Poison Pills, Project Finance, Proxy Fights, Repurchases(US) and Syndicated Loans

 

   SDC Platinum is a software application with web connection that is the industry standard for information on new issues, M&A, syndicated loans, private equity, project finance, poison pills, and more. Backed by Thomson Reuters international team of expert analysts, SDC Platinum satisfies your need for a global reach from a local perspective. The world's foremost financial transactions database, SDC Platinum is your source for the most thorough and accurate account of the global financial marketplace. SDC Platinum provides users with a robust database for analyzing investment banking and deal trends, identifying comparable deals, monitoring deal activity, and generating industry-leading league tables and market-share analysis.



which includes the following;

 

   Global New Issue

   Mergers & Acquisitions

   Corporate Goverence

   Corporate Restructing

   VentureXpert

   Securitites Trading

   Global Public Finance

 

 

 

Thomson Reuters Tick History(20000 Cash / OTC instruments, 6000 Futures & 6000 Options)

Captured from the Refinitiv real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from more than 500 exchanges and third-party contributor data, the majority available two hours after markets close. Tick History provides superior coverage of complete, timely and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface.

 

 


 

ESG

Captured from the Refinitiv real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from more than 500 exchanges and third-party contributor data, the majority available two hours after markets close. Tick History provides superior coverage of complete, timely and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface.

 

 


 

Thomson Reuters Machine Readable News Archive

Captured from the Refinitiv real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from more than 500 exchanges and third-party contributor data, the majority available two hours after markets close. Tick History provides superior coverage of complete, timely and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface.

 

   SBM server (to be annouced)

   List of Variables


 

Thomson Reuters Business Classifications

Corporate disclosures and brokerage events from over 18,000 public companies and hundreds of sell-side firms in over 90 countries. Thomson Reuters event-based content offers you a one-stop solution for market-moving corporate disclosure information by bringing together conference call and webcast details, transcripts, call summaries, briefs, guidance, SEC filings and more. We are the largest provider of corporate, institutional and proprietary event content .

 

 

Thomson Reuters Street Events - Current and History

Corporate disclosures and brokerage events from over 18,000 public companies and hundreds of sell-side firms in over 90 countries. Thomson Reuters event-based content offers you a one-stop solution for market-moving corporate disclosure information by bringing together conference call and webcast details, transcripts, call summaries, briefs, guidance, SEC filings and more. We are the largest provider of corporate, institutional and proprietary event content.

 

   SBM server (to be announced)



Global Hedge Fund Database

Thomson Reuters Lipper Hedge Fund database is an indispensable resource for institutional asset managers, high net worth investors and consultants who monitor the global hedge fund industry. The Lipper Hedge Fund global database has been a reliable source of timely, high-quality hedge fund data for over 20 years.


Global I/B/E/S Estimates

I/B/E/S, the Institutional Brokers' Estimate System, is a database from Thomson Reuters. It is an historical earnings estimate database containing analyst estimates for more than 20 forecast measures - including EPS (earnings per share), revenue, price targets, EBITDA and pre-tax profits - available on both consensus and detailed levels, covering both U.S. and international companies. The database also includes buy-hold-sell recommendations. I/B/E/S History is a comprehensive expectation database and is ideal for research and back-testing of investment theories and proprietary models. .


Global I/B/E/S Guidance

I/B/E/S Guidance is a related, but separate, product from Thomson Reuters that includes management's predictions about their own company (as opposed to the opinions of 3rd party analysts). It includes information previously available in the Company Issued Guidance (CIG) file in base I/B/E/S and information from the defunct First Call database.


Global I/B/E/S Key Performance Indicators

I/B/E/S Key Performance Indicators (KPI hereafter) is the latest data addition from Reuters. This data package contains information on both detail and summary level of estimates, in additon to the actuals data for both U.S. and international companies. As it is part of the Thomson Reuters data family, KPI shares the usual I/B/E/S structure.

 

 

Wiser Search

Wiser Search Overview

   Quick access to more than 230 million articles from over 2,500 news sources (print, Web, multimedia, etc.)

   For both in-depth researches and ad hoc queries

   Search using Chinese or English keywords or phrases, or company stock codes, etc.

  Advanced search options

   Company search

   Financial Brief

   Company search

   Latest news from various media

   Article images available (optional)

   Web news content (optional)

   Multimedia content (optional)

Please work with your department designated persons as follows for access

ACCT – Juno Tung acjuno@ust.hk

ECON – Saier Wu saier.wu@connect.ust.hk

FINA – George LO georgelocw@ust.hk

ISOM – Jason Zheng jzhengas@connect.ust.hk

MARK and MGMT -- Mark Wu mkwu@ust.hk

Overall Wisers account admin – Ricky Hui rickyhui@ust.hk

 

NielsenIQ and Nielsen marketing data sets

The School has subscribed to the following NielsenIQ and Nielsen marketing datasets

   Retail Scanner

   PanelView Surveys

   Consumer Panel

  Ad Intel

for 3 years starting Aug 24, 2021. This is an institutional license which entitles all faculty members, postdocs and PhD students in the School access to these data sets.

Access can be requested with this this online form


Database Access Contact: Ming Lo 

(Email:fnlo@ust.hk)


 Listing of Research software subscribed by the School :

   SAS

   Stata

   Matlab

updated Sep 2022