This is a resource page for access to Financial DATA provided by The International Center for Finance. The Center provides access to CRSP daily and monthly US stock prices and returns, financial statement dates, CRSP monthly bond data, and TAQ intraday stock trade data through the WRDS daily server. Instructions for access, by Yale faculty and students, may be found on this site. Other financial data may be accessed through the Yale Social Science Library Data Page. For broader searches try the Ohio State: Financial Data Finder.

Old NYSE Database - Created by Ibbotson and Goetzmann, monthly prices and dividends for all stocks listed on the NYSE from 1816 to 1872 and most stocks listed from 1872 to 1926. A CRSP-style database extending to the early days of the NYSE. Currently an SPlus file structure. Can be used with permissions. Goal is to make it available to all scholars for research.
Cowles Data - Cowles stock index 1872- 1934, earnings and P/E series' available via Bob Shiller's website. Downloadable to all.
Goetzmann/Jorion Indices - World stock market indices from 1921 drawn from Yale library sources. Available to ICF fellows on request.
Global Financial Data - Historical series for many of the world's financial markets. On CD ROM. Licensed only to Will Goetzmann, currently. With sufficient interest this can be extended to the ICF.
CRSP Daily/Monthly Stock Files - Standard source. We have it on CD, Unix and via the WRDS system. Planning to make it available via our own data system structure.
Compustat - Standard source. We have it on CD, Unix and via the WRDS system. Planning to make it available via our own data system structure.
TAQQ - Trades and Quotes microstructure data. We have access via our WRDS subscription.
Bloomberg - In the ICF we have a Bloomberg box that allows the downloading of ten years of historical returns for all securities on the system.
Datastream - A standard source for global economic data, including international equities. Available via the web and at SSL, I believe.
Worldscope - Another source of individual international security data.
Disclosure Global Access - via the Yale Social Science library. This includes: Real-time and historical EDGAR filings plus scanned images of Annual Reports and international company filings. SEC Databases - Two fully searchable compilations of U.S. company financial and management information. Complete company information is available, including company profiles, annual and quarterly financials, pricing and earnings information, fundamental ratios, officers and directors, institutional and insider ownership, and a complete list of company subsidiaries. Earnings Estimates - Consensus and analyst-by-analyst earnings estimates on thousands of U.S. and international companies. Coverage is provided by I/B/E/S, Wall Street's leading source of earnings estimates. Compact DisclosureSEC - Includes financial and management information for more than 12,000 companies trading on major US exchanges. Fully searchable databases--Hundreds of search fields and step-by-step searching makes it easy to get the exact range of data you need. Full-text searching--Enter keywords and search all or specific full-text fields, including the president's letter and management discussion. Custom reporting--View and print complete database records or just specific sections.
Ibbotson Associates Analyser - A comprehensive source of current and historical data for all the worlds debt and equity markets -- aggregated indices. Available via the SOM network.
Securities Data Corporation Databases - We are currently subscribed to the New Issues database, and the Domestic and International Mergers and Acquisitions. Arturo Bris has the software needed for installation, as well as the passwords .
Database of Stern Stewart EVA 1000 - a corporate database purchased by Shyam Sunder, Oren Fuerst, and Sok-Hyon Kang. Potentially available to interested researchers depending upon the purchase agreement.

CRSP Monthly and Daily Bond Files - Standard source for US government fixed income research.
Andrew Jeffrey - may have a file of historical yield curves.
Ibbotson Associates Software - has an historical "bond synthesizer." This generates time-series information such as zero-coupon bond returns etc.
Bloomberg - has historical bond information for download.
Warga Corporation Bond Database - Prabhala and the ICF subscribed originally to the database. It should be available for use although additional fees may be required. Matt Spiegel is also using it currently.
Emerging Markets Database - A database of stock returns for firms in emerging markets. Contact Geert Rouwenhorst about its use.

CRSP Mutual Fund Files - Survivorship - bias free (mostly) monthly returns and some characteristics. Yale Use.
Daily Fund Returns - All funds since 1968, daily returns -- bonds, stocks and money market, from a private source. Yale use.
Trimtabs Daily and semi-weekly fund flows - For 1,000 mutual funds over the past few years. Center use. Contact Zoran Ivkovich.
Altvest Hedge Funds - On-line access -- for research only -- of many hedge funds. Accessible to ICF fellows via website and password.
TASS Database - The definitive monthly database of hedge fund and CTA's. With "graveyard" files. Coming soon to the ICF.
Offshore Funds Directory - Annual electronic database of edge funds to 1996, used in Brown, Goetzmann and Ibbotson paper. Speak to Will Goetzmann for its use. Also, in hard copy as volumes.
Morningstar Mutual Funds Principia - Nearly complete set of the CD-ROM disks from Morningstar. Talk to Zoran about their use.

Hulbert Market-Timing Newsletter Database - Time-series of market timer newsletters, used by Graham and Harvey and Alok Kumar in recent research. Contact Alok.
Investor Accounts Database - Now the canonical database of investor account activity, it represents 100,000 account histories from a major discount broker. Permissions possible for center researchers, but non-disclosure agreements and other formalities necessary. Contact Ravi Dhar for details.
Fidelity Index Fund Accounts - Three years of accounts of all investors in Fidelity's main S&P index fund. Data used by Goetzmann and Massa in their current research. Contact Will Goetzmann about use of the data.
MMII Michigan Macro-Economic Forecast Data - Historical time series of forecasts and realizations of macro-economic variables. Contact Will Goetzmann about its use.
First Call - Time-series of analyst forecasts. Contact Alok Kumar about its potential use.
Ibbotson Associates Performance Attribution - Database includes Piper Managed funds -- quarterly data on institutional managers. Morningstar funds. Also, a Sharpe style analysis software program unparalleled in the industry.
Freedom House Indicators - Time-series of indicators by Freedom house of political and social freedoms by country.
Survey of Investor Attitudes - about stock market speculation from Bob Shiller's web site. In collaboration with Fumiko Kon-Ya and Yoshiro Tsutusi, Bob Shiller has been surveying investment managers about their attitudes towards the stock market; these results are updated every six months.

ISSA Handbook - Published by the International Securities Services Association (ISSA). Provides information on types of securities, structure & regulation of financial markets, securities trading, settlement and securities administration, taxes, laws, rules and regulations, and contacts for over 50 countries.
Housing Price Indicies - Case-Shiller-Weiss maintain housing price indices by city. Karl Case and Bob Shiller have collected some on prices of houses, which show for a sample of homes that sold twice between 1970 and 1986 in each of four cities , Chicago, Dallas, and Oakland, the first sale price, second sale price, first sale date, and second sale date. This information may be downloaded from Bob Shiller's web site. Goetzmann and Spiegel have housing returns by zip code for California.
Global Real Estate Indices - Ten years of annual rents and yields for commercial properties for most of the major cities in the world developed by international property associates. Used in Case, Goetzmann and Roweunhorst.
Art Auction Data - Will Goetzmann has a database of art prices. Contact him about its potential use if interested.
I/B/E/S - Thomson Financial I/B/E/S Data. Contains US detail history, and International detail and summary history (3/2002). Documentation is also available for these datasets in PDF form..