This section presents data sources that collect data for financial markets. Examples include stock prices for different exchanges, index data, derivatives, or currency trade. The sources mentioned here are licensed sources and can only be used by students or researchers at VU University. Most sources can be accessed from home. If you need instructions on how to gain access you can check the information in the library web site.
The list below presents only the most important sources available at the VU. For a more complete list that also includes some publicly available sources, use the full list of data sources on the library website. More information on these databases can be accessed through the tabs in the menu on the left.
The Center for Research in Security Prices provides a number of databases: CRSP Mutual Fund Database (quarterly delivery), CRSP 1925 US Stock Database (annual delivery), CRSP 1925 US Indices Database (annual delivery) and CRSP/Compustat Merged Database (CCM Link). The data are available through the WRDS platform.
|High Frequency data||
While most data for financial markets are reported on a daily basis, the following three databases report intra-day data, in some cases at millisecond frequency.
The SDC database consists of three modules.
Access requires specific SDC software that is only available on two specific computers in the library.