About Nanyang Business School

Audit Analytics provides the comprehensive auditor information for more than 1,200 accounting firms, and covers the audit fees, auditor changes and auditor opinions data for over 15,000 publicly registered companies. All the data started from 2000. ExecuComp provides the detailed executive compensation data. ExecuComp delivers

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

For more information, please visit:
http://www.auditanalytics.com/

CDA/Spectrum Institutional 13(f) offers Common Stock Holdings and Transactions. The investment companies, which include banks, insurance companies, parents of mutual funds, pension funds, university endowments, and numerous other types of professional investment advisors, are often called 13f institutions.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

CDA/Spectrum Mutual Funds Holding US & Canadian Securities: All registered mutual funds filing with the SEC plus 3,000 global funds. Includes NYSE/AMEX/NASDAQ, Toronto and Montreal common stocks. (Often referred to as Spectrum 1, 2 or Investment Companies or Domestic Mutual Funds.)

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

CRSP provides daily stock prices, returns, trading volumes, dividend distributions, shares outstanding, market indices, etc. from the NYSE, AMEX, and Nasdaq stock exchanges.

NYSE daily data begins July 1962. AMEX daily data begins July 1962. Nasdaq daily data begins December, 14 1972.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

For more information, please visit:
http://gsbwww.uchicago.edu/research/crsp/

Thomson Financial Insider Filing Data contains all Table 1 transaction and holdings information filed on Form 3, 4, 5. This file has several value-added fields including a cleanse indicator that identifies whether the data were cleansed using external data sources and an indicator of the degree of confidence that we have in each data record.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

I/B/E/S Consensus provides historical analysts’ quarterly and annual earnings forecast data, i.e. mean estimates, median estimates, standard deviation, number of estimates, revisions data, and estimate ranges.

I/B/E/S Detail History contains individual analyst (analyst by analyst) earnings estimates for US and International companies in ASCII text data format.

To access I/B/E/S Detail History (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

For more information, please visit:
http://www.ibes.com/

MF Holdings database provides the detailed information on all registered funds filing with the SEC plus 3,000 global funds.
Data availability: 1999 and 2000.

Limited access.

The Trade and Quote (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.

NBS TAQ Data:
(1) October – December 1997
(2) Full year 1998
(3) Full year 1999
(4) Full year 2000
(5) Full year 2001
(6) Full year 2002
(7) January – June 2003

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

TAQ data are available on CDs/DVDs. Users who want to access the TAQ data, please contact Professor Keshab for more details.

For more information, please visit:
http://www.nyse.com/taq

Reuters data provides intra-day trade and quote information for over 244 exchanges and OTC markets around the world. Data includes securities, derivatives, fixed income, FX and money markets, etc.

To access:
Reuters terminals are available in NBS Financial Trading Room (FTR 1 & 2).

For more information, please visit:
http://about.reuters.com/productinfo/3000xtra/

EMDB is a comprehensive compilation of emerging market information. It covers 60 markets and more than 3,000 stocks. EMDB includes market performance, indicators, market capitalization, monthly value traded, local stock market price indexes, prices in local currency and US dollars, etc.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

For more information, please visit:
http://www.compustat.com/

ExecuComp provides the detailed executive compensation data. ExecuComp delivers a wealth of information to Compensation Analysts. Executive Compensation Reports covering current, historic and total compensation, executive options and compensation of industry peers, and objective executive compensation data on the top officers of more than 2,600 companies.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect

For more information, please visit:
http://www.compustat.com/

SDC Platinum offers in-depth data on international corporate and municipal financial transactions including mergers and acquisitions (M&A), initial public offerings (IPO), etc.

To access:
SDC database is available in NBS free-access labs. Users can also access SDC via the terminal services in NBS staff/student portal. Password: user01, user02, ..., user30.

For more information, please visit:
http://www.thomson.com/

An online database provides real-time prices, corporate data, financial news, and research reports.

To access: Students need to use the standalone Bloomberg terminals at Lee Wee Nam Library, Level 2. Staffs can access the terminal at NBS Staff Computing Lab, S3-01B. Booking the Bloomberg terminals at Library is strongly recommended.

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABB-0337.htm

Provides detailed historical corporate governance data on top management and board of directors of US companies. It covers over 2,000 companies started from 2001 proxy statements.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect.

To access the historical data: via Corporate Library Website:
http://www.thecorporatelibrary.net/downloads/

The password for all years is: data94x

Usernames for each year are as follows:

2001 = apple2001
2002 = biscuit2002
2003 = charlie2003
2004 = drum2004
2005 = eggplant2005

For more information, please visit:
http://www.thecorporatelibrary.net

CEIC offers accurate, timely and comprehensive Asian economic data. The data series are based only on official publications or records obtained directly from issuing sources. More than 90,000 raw data series covering 14 countries in the region are available.

To access: Users need to access the standalone PC#3 at Lee Wee Nam Library, Level 2.

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABA-2222.htm

Company AnalysisTM is a Windows based financial analysis system. It provides financial statement data for companies from all over the world together with the software necessary to analyse the data.

At present, the database covers over 21,000 companies from over 70 countries. Data is collected on a consistent basis, taking full account of notes to the accounts. There are over 1,400 data items.

To access: Users need to use the standalone database at Lee Wee Nam Library, Level 2.

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/AAZ-0600.htm

Datastream, an online financial information database, provides historical data on the international share prices, company accounts, economic statistics, exchange rates, etc

To access: Users need to access at the standalone PC#2 at Lee Wee Nam Library, Level 2. Booking the terminal in advance is advised.

User manual: http://www.ntu.edu.sg/lib/etext/users/ds/dsextranet.htm

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/AAX-9765.htm

Extel Cards Provide profile reports for over 22,000 UK and international listed companies in pdf and html format.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://research.thomsonIB.com/gaportal/?ExpressCode=nan1

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/AAZ-9017.htm

IFS provides statistics on exchange rates, international reserves, banking, balance of payments, government finances, prices, etc for most countries in the world.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://www.imfstatistics.org

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABB-3494.htm

Search this premier financial research database to find investment, company, and industry reports from over 500 brokers in North America, Europe, Asia/Pacific, Latin America, Africa, and the Middle East. All company and industry reports are provided in full page PDF image.

To access: Please follow the link on
http://ezlibproxy1.ntu.edu.sg/login?url=http://infotrac.galegroup.com/itweb/nantecun%20

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABA-7283.htm

Provides financials, ownership, news, ratings, earnings and stock data for more than 22,000 publicly listed companies including banks and insurance firms, covering 100 countries worldwide.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect.

To access via iGems: http://ezlibproxy1.ntu.edu.sg/login?url=http://osiris.bvdep.com/ip

User manual:
http://www.ntu.edu.sg/lib/collections/db/ABC-1877-guide.zip
http://www.ntu.edu.sg/lib/collections/db/ABC-1877-data.zip

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABC-1877.htm

RDTH, an online trade and quote database, provides global intra-day Time and Trades, Time and Quotes and Market Depth content for over 10 years of historical data for a extensive range of Equities, including their derivatives, Indices and Foreign Exchange instruments. Data request and retrieval are performed all in the convenience of a hosted web interface, with no additional hardware required.

To access: http://tickhistory.datascope.reuters.com/DataScope/login.jsp
Users need to first apply for username and password through the Lee Wee Nam library. Please contact Ms. Balbindar at Balbindar@ntu.edu.sg or 6316 2910 for more details.

Provides current ownership information of over 44,000 equities in more than 100 countries. Historical 13F report data since 1978 is also available in ASCII text format.

To access (via WRDS):
http://ezlibproxy1.ntu.edu.sg/login?url=http://wrds.wharton.upenn.edu/connect.

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABD-2753.htm

An online database on the analysts’ earnings and revenues forecast. Data consist of current and historical (2 years only) from I/B/E/S.

To access: Users need to use the standalone PC at Lee Wee Name Library, Level 2 (with Excel add-in function).

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABF-8219.htm

An online database. Through an intuitive interface, Thomson One Banker Analytics provides access to sources such as Worldscope, Disclosure SEC Database, Extel Financials, Datastream. This database provides company financials, earning estimates, equity prices, source filings, extel cards, market news and delayed quotes.

To access: Users need to use the standalone PC at Lee Wee Name Library, Level 2 (with Excel add-in function).

For more information, please visit:
Please visit http://www.ntu.edu.sg/lib/collections/db/ABF-2840.htm

This database provides detailed information about imports and exports of countries of the world.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://www.trademeasures.com/ntu.asp

User manual:
http://www.ntu.edu.sg/lib/collections/db/AAX-6478-guide.zip

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/AAX-6478.htm

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 filled for supervising purposes.

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: Prevalance, Size, and Measurement.

The 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.

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

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 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.

Fama-French Research 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.

The Pastor-Stambaugh Liquidity series are described in Pastor, L., and R. F. Stambaugh, "Liquidity risk and expected stock returns" (2003, Journal of Political Economy 111, 642-685). This set includes the ‘traded’ liquidity factors that are based on dividing the CRSP monthly stocks file data into 10 groups based on their sensitivity to an estimated liquidity series (as described in the paper).

The Federal Deposit Insurance Corporation (FDIC) datasets contains historical financial data for 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 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.

Foreign Exchange Rates (Federal Reserve Board's H.10 Report). The WRDS FX database is based upon the Federal Reserve Board’s H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$) and a few are also available in “inverted form” (e.g. $/pound).

Interest Rates (Federal Reserve Board's H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted.

FRB-Philadelphia State Indexes. A set of coincident indexes for the 50 states has been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident index methodology developed by James Stock and Mark Watson. For details and documentation on the development of the state indexes, see Theodore Crone, “Consistent Economic Indexes for the 50 States" Federal Reserve Bank of Philadelphia, Working Paper 02-7, May 2002.

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 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, 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 center. In addition, market centers must disclose the extent to which they provide executions at prices better than the public quotes to investors using limit orders.

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).

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.

One of the world's first electronic databases and a premier source of business information with content from thousands of journals and publications.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://proquest.umi.com/login?COPT=U01E
PTYmSU5UPTAmVkVSPTImREJTPTJBMEYrMTcyMSszKzE2QkMrM0I2MysyRDMyK0c1KzYz
MQ@@&clientId=15653

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/AAX-5765.htm

One of the databases in Ebscohost, this resource contains full text scholarly publications on social sciences, humanities, education, computer sciences, engineering, language and linguistics, arts & literature, medical sciences, and ethnic studies. It includes full-page images as well as color embedded images.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://search.epnet.com/login.asp?profile=web&defaultdb=aph

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABB-3218asp.htm

EconLit is a comprehensive, indexed bibliography with selected abstracts of the world's economic literature, produced by the American Economic Association. It covers more than 400 major journals as well as articles in collective volumes (essays, proceedings, etc), books, book reviews, dissertations and working papers licensed from the Cambridge University Press Abstracts of Working papers in Economics.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://www.sciencedirect.com/science/search/database/econlit

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABE-1828.htm

This product is evolved from the merger of Dow Jones Interactive and Reuters Business Briefing. It is supposed to contain everything which used to be in DJI or RBB. It covers nearly 8,000 news, trade and business sources, from 118 countries in 22 languages; 9,000 key Web sites; company reports; and daily pictures from Reuters and Knight Ridder.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://global.factiva.com/en/sess/login.asp
?cookie=on&xsid=S001cFk3GV90HVyMTZyMTAoNDapOTItNXmm5DFHY96oYqZlNFFBQU
FBQUFBQUFBQUFBQUFBQUFBQUFBQUFBQUFBQUFBQUFB

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABD-1817.htm

JSTOR provides backfiles of core scholarly journals in many disciplines. There is usually a gap of 2 to 5 years between the most recently published issue of any journal and the date of the most recent issue available in JSTOR. This gap is called 'moving wall' in JSTOR.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://www.jstor.org/

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/ABA-1241.htm

Lexis-Nexis is a web-based database on a wide range of news, business, legal, and reference information. It is available via the NTU intranet.

To access:
http://ezlibproxy1.ntu.edu.sg/login?url=http://www.lexisnexis.com/ap/students/terms_au.htm

For more information, please visit:
http://www.ntu.edu.sg/lib/collections/db/AAZ-0472.htm

NTU subscribes to all finance journals in text and electronic formats. The back and current issues are available.

To access the electronic journals (E-Journals), please visit
http://www.ntu.edu.sg/Library/Collections/E-Journals/

Eventus software helps researchers who use financial event study methods or work with the Center for Research in Security Prices (CRSP) data maximize their productivity.
Eventus software comprises two major feature groups:
(1) A highly customizable event study package using data directly from the CRSP files, or other return data, and providing a wide selection of statistical tests from the event study literature.
(2) A full suite of event-oriented, user-friendly, fast CRSP data extraction tools and utilities.

To access: Please access through Terminal Services.
For undergraduate student - http://www.nbs.ntu.edu.sg/student/undergrad_portal/cs/terminal.asp
For graduate student – http://www.nbs.ntu.edu.sg/graduate/ITServices/terminalService.asp
For staff - http://www.nbs.ntu.edu.sg/staff/index.asp

For more information, please visit:
http://www.eventstudy.com/

EViews is a popular, standard, and user-friendly statistical computer program suited for econometric analyses, modeling, and programming.

To access: Please access through Terminal Services.
For undergraduate student - http://www.nbs.ntu.edu.sg/student/undergrad_portal/cs/terminal.asp
For graduate student – http://www.nbs.ntu.edu.sg/graduate/ITServices/terminalService.asp
For staff - http://www.nbs.ntu.edu.sg/staff/index.asp

For more information, please visit:
www.eviews.com/

MATLAB is a high-level programming language and interactive environment that enables you to perform numerical computations with matrices and vectors. MATLAB can also display information graphically.

For students, you can access through Financial Trading rooms.
For staff, you can access through Terminal Services. http://www.nbs.ntu.edu.sg/staff/index.asp
To install: http://www.nbs.ntu.edu.sg/software_download/sw_list.asp

For more information, please visit:
http://www.mathworks.com/products/matlab/

S-PLUS prototype and deploy advanced statistical applications for analyzing and visualizing large data sets with flexible interfaces. S-PLUS includes S+FinMetrics, S+Wavelets, etc.

To access: Please access through Terminal Services.
For undergraduate student - http://www.nbs.ntu.edu.sg/student/undergrad_portal/cs/terminal.asp
For graduate student – http://www.nbs.ntu.edu.sg/graduate/ITServices/terminalService.asp
For staff - http://www.nbs.ntu.edu.sg/staff/index.asp

For more information, please visit:
http://www.insightful.com/products/splus/default.asp