ACCESS OTC, TRACE DATA, AND OTHERS, FREE DATA ...efnet.si/wp-content/uploads/WRDS-objava.pdfLeuz...
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ACCESS OTC, TRACE DATA, AND OTHERS, FOR FREE ON WRDS FREE DATA ON WRDS OTC Access comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces. Conduct portfolio pricing and valuation, investment accounting, clearing and settlement, and client statement preparation. HIGHLIGHTS • Access closing quote and trade data • Key security reference data includes Security Type, Security Class, Security Status and Number of Market Participants ] Coverage from 9/1/2011 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. Consolidate transaction data for all eligible corporate bonds—investment grade, high yield and convertible debt. HIGHLIGHTS • Access information on U.S. corporate bond market activity • Access 30,000+ securities ] Coverage from 2002 RESEARCH WITH TRACE Income Smoothing and the Cost of Debt, Li, Richie The Impact of Open Market Share Repurchases on Bondholders and Shareholders, Zhu, Rong RESEARCH WITH OTC The Twilight Zone: OTC Regulatory Regimes and Market Quality, Christian Leuz with Ulf Brüggemann, Aditya Kaul, and Ingrid M. Werner Asset Pricing in the Dark: The Cross Section of OTC Stocks, Ang, Shtauber, Tetlock
Transcript of ACCESS OTC, TRACE DATA, AND OTHERS, FREE DATA ...efnet.si/wp-content/uploads/WRDS-objava.pdfLeuz...
ACCESS OTC, TRACE DATA, AND OTHERS, FOR FREE ON WRDS
FREE
DAT
A ON
WRD
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OTCAccess comprehensive, timely and accurate data available on the 10K securities that trade on the OTCQX, OTCQB and OTC Pink Marketplaces.
Conduct portfolio pricing and valuation, investment accounting, clearing and settlement, and client statement preparation.
HIGHLIGHTS• Accessclosingquoteandtradedata
• Keysecurityreferencedataincludes SecurityType,SecurityClass,Security StatusandNumberofMarketParticipants
] Coverage from 9/1/2011
TRACETradeReportingandComplianceEngineisFINRA’sover-the-counter(OTC)corporatebondmarketreal-timepricedisseminationservice—bringingtransparencytothecorporatebondmarket.Consolidatetransactiondataforalleligiblecorporatebonds—investmentgrade,highyieldandconvertibledebt.
HIGHLIGHTS• AccessinformationonU.S.corporate bondmarketactivity
• Access30,000+securities
] Coverage from 2002
RESEARCH WITH TRACEIncome Smoothing and the Cost of Debt,Li,Richie
The Impact of Open Market Share Repurchases on Bondholders and Shareholders,Zhu,Rong
RESEARCH WITH OTCThe Twilight Zone: OTC Regulatory Regimes and Market Quality,ChristianLeuzwithUlfBrüggemann,AdityaKaul,andIngridM.Werner
Asset Pricing in the Dark: The Cross Section of OTC Stocks,Ang,Shtauber,Tetlock
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Bank Regulatory providesaccountingdataforBankHoldingCompanies,CommercialBanks,andSavingsandLoansInstitutions.
Blockholderscontainsstandardizeddataforblockholdersof1,913companies.
CBOE(ChicagoBoardOptionsExchange)VolatilityIndexisakeymeasureofmarketexpectationsofnear-termvolatilityconveyedbyS&P500stockindexoptionprices.
DMEF (DirectMarketingEducationalFoundation)containscustomerbuyinghistoryforabout100,000customersofnationallyknowncatalogandnon-profitdatabasemarketingbusinesses.
Dow JonesarecomprisedofTheDailyandMonthlyDowJonesComposite(DJA),Industrial(DJI),Transportation(DJT),Utility(DJU),theDow5and10.
Fama French Portfoliosareconstructedfromtheintersectionsoftwoportfoliosformedonsize,asmeasuredbymarketequity(ME),andthreeportfoliosusing,asproxyforvalue,theratioofbookequitytomarketequity(BE/ME).
FDICcontainsfinancialdataandhistoryofallentitiesfilingtheReportOfConditionandIncome(CallReport).
Federal Reserve Bank Reports containsForeignExchangesandInterestRatesdatafromreportspublishedfortheFederalReserveBoardandCoincidentStateIndexesfromtheFederalReserveBankofPhiladelphia.
IRIistheleaderinprovidingpoint-of-saleinformationfrommorethan11,300grocerystores,aswellassome7,500drugstores.
Penn World Tablesprovidesnationalincomeaccounts-typeofvariablesconvertedtointernationalprices.
Philadelphia Stock Exchange’sUnitedCurrencyOptionsMarketofferschoiceofexpirationdate,strikeprice,etcandanycombinationof10currenciesavailable.
SEC Disclosure of Order Executionprovideelectronicdisclosuresofbasicinformationconcerningtheirqualityofexecutionsonastock-by-stockbasis.
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