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The Department of Finance, together with the Department of Business Administration and the Faculty of Business, Economics and Informatics provide access to various financial databases for all types of scientific work at the University of Zurich.
Compustat is a standardized database delivering fundamental and market data on over 100, 000 securities to clients through a variety of databases and analytical software products. Compustat North America is a database of U.S. and Canadian fundamental and market information on more than 93,000 active and inactive publicly held companies. It provides thousands of Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items. Compustat North America files also contain information on indices, industry segments, banks, market prices, dividends, and earnings.
Capital IQ data includes both quarterly and annual data from Compustat dating back to the late 1970s for both active and inactive companies. You can use a wide variety of criteria – including industry, company account items, financial ratios, S&P indices, etc. – to produce data for groups of companies.
Access to Compustat – Capital IQ runs through WRDS. To obtain access, please register at https://wrds-www.wharton.upenn.edu/register/. If you have any questions, please contact the WRDS Representative of the Department of Finance by email: wrds@df.uzh.ch
The Center for Research in Security Prices, LLC (CRSP) 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-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.
US Stock Database provides a unique research source characterized by its unmatched breadth, depth, and completeness. It includes CRSP’s unique permanent identifiers allowing for clean and accurate backtesting, time-series and event studies, measurement of performance, accurate benchmarking, and securities analysis.
CRSP Indices database contains five groups of CRSP indices: the CRSP Stock File Indices, the CRSP Cap-Based Portfolios, the CRSP Indices for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indices, and the CRSP Select Treasury Indices.
CRSP Treasuries contain returns and index levels on the US Government Bond Fixed Term Index Series, and the Risk Free Rates File. The US Treasury database begins in 1925 for month-end data and in 1961 for daily data. Over 1.6 million end-of-day price observations for 3,350 US Treasury bills, notes, and bonds and over 101,500 prices for 5,300 month-end issues are included in the databases.
Access to the CRSP databases runs through WRDS. To obtain access, please register at https://wrds-www.wharton.upenn.edu/register/. If you have any questions, please contact the WRDS Representative of the Department of Finance by email: wrds@df.uzh.ch
The NYSE Trade and Quote (TAQ) database offers tick-by-tick trade and quote data of all activity within the U.S. National Market System. TAQ provides transaction information at the intraday level (to the microsecond) covering over 10,000 stock issues listed on 16 major American exchanges, including the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and Nasdaq.
Coverage:
Access to the NYSE TAQ databases runs through WRDS. To obtain access, please register at https://wrds-www.wharton.upenn.edu/register/. If you have any questions, please contact the WRDS Representative of the Department of Finance by email: wrds@df.uzh.ch
Dealscan is the world’s preeminent source for extensive and reliable information on the global syndicated bank loan market. It provides users with access to Refinitiv LPC’s robust database of detailed terms and conditions on over 300,000 loan transactions.
Access to Dealscan runs through WRDS. To obtain access, please register at https://wrds-www.wharton.upenn.edu/register/. If you have any questions, please contact the WRDS Representative of the Department of Finance by email: wrds@df.uzh.ch
RepRisk measures environmental, social, and governance (ESG) risks as well as business conduct using a wide range of public sources. The incident-based data can include environmental impacts, labor practices, human rights issues, supply chain management, corruption, legal disputes, and regulatory violations.
Data coverage:
Access to RepRisk runs through WRDS. To obtain access, please register at https://wrds-www.wharton.upenn.edu/register/. If you have any questions, please contact the WRDS Representative of the Department of Finance by email: wrds@df.uzh.ch
MSCI provides ratings which help measure a company’s long-term commitment to socially responsible investments and environmental, social, and governance (ESG) investment standards.
MSCI ESG Research products and services are provided by MSCI ESG Research Inc., and are designed to provide in-depth research, ratings and analysis of environmental, social and governance-related business practices to companies worldwide. ESG ratings, data and analysis from MSCI ESG Research Inc. are also used in the construction of the MSCI ESG Indexes. MSCI ESG Research Inc. is a Registered Investment Adviser under the Investment Advisers Act of 1940 and a subsidiary of MSCI Inc.
Access to MSCI is restricted to PhD students and postdocs. For more information, please write to databases@df.uzh.ch.
The Wharton Research Data Services (WRDS) enable data access via a uniform interface.
The detailed WRDS subscription overview (data products and vendors) can be found here - last update March 2023: WRDS -- UZH subscriptions (PDF, 194 KB)
PhD students, senior assistants and professors (who are either matriculated or employed at the University of Zurich) as well as students writing a thesis or papers with a UZH-professor can obtain a personal account to the Wharton Interface. With such an account Wharton Databases can be accessed through the Internet from anywhere in the world, all you need is an internet connection.
If you have any questions, please contact the WRDS Representative of the Department of Banking and Finance by email: wrds@bf.uzh.ch
The WRDS terms of use apply. The user agrees to place the following acknowledgement in all publications or other communications prepared using the WRDS services: “Wharton Research Data Services (WRDS) was used in preparing [identify research piece]. This service and the data available thereon constitute valuable intellectual property and trade secrets of WRDS and/or its third-party suppliers.”
Bloomberg contains the following data:
This database can be accessed in the Business Library at the University of Zurich. Data can be loaded with a plug-in for Microsoft Excel or viewed via the Bloomberg mask.
Please note that Bloomberg has a monthly limit for downloading data to Excel. This limit is based on unique securities and depends on the type of data being downloaded. Once a terminal reaches the limit, no more data can be downloaded for the rest of the month. Please read the following guide on how to use the Bloomberg terminal efficiently, reducing the likelihood of reaching the download limit.
PDF Bloomberg terminals 2018 (PDF, 575 KB)
Access is available for students of the University of Zurich only.
PDF Bloomberg getting started (PDF, 3 MB).
This guide als describes how you can get help from their helpdesk or tech support team. These can be contacted directly from the terminal.
Florian Peters (University of Amsterdam) and Alexander Wagner (University of Zurich) maintain a database of forced CEO turnovers. The database (XLSX, 66 KB) contains the dates of forced CEO turnovers (and therefore excludes all voluntary turnover or firm-years in which no turnover occurred) of all firms recorded in the Execucomp database between 1993 and 2019. The file comes from the data used in Peters and Wagner (Journal of Finance, vol. 69, no. 4, pp. 1529-1563, 2014) and Jenter and Kanaan (Journal of Finance, Vol. 70, no. 5, pp. 2155-2184, 2015) and it has been extended to 2019 by Peters and Wagner since publication. The construction of the dataset has also benefited from turnover data generously provided to us by Greg Nini, Luke Taylor, Cami Kuhnen, Andrea Eisfeldt, and Ofer Eldar. In particular, discrepancies in classification between these datasets and ours have been resolved. The criteria for classifying a CEO turnover as forced are described in detail in Peters and Wagner (Journal of Finance, vol. 69, no. 4, pp. 1529-1563, 2014).
An important feature of the dataset is that, since 2001, it records forced turnovers also for the cases where a company is dropped from Execucomp from year t to year t+1. This means that all firm-year observations in Execucomp which are not coded as forced in our dataset are cases where either no turnover occurred or where the turnover was voluntary. There are very few exceptions to this rule: Since Execucomp somtimes backfills or modifies some observations of earlier years, our dataset may miss a few turnovers or assign a turnover to a different fiscal year than a current vintage of Execucomp.
The data can be easily merged with the full Execucomp CEO database (i.e. applying condition CEOANN=”CEO”) by joining on the gvkey and year variables. All successfully merged observations within the 1993-2019 period are forced turnovers, all other observations are either voluntary turnovers or cases where no turnover occurred.
We are updating the dataset periodically to include more recent years and to account for observations in earlier years that, over time, are added or modified by Execucomp.
Please cite these data as follows (Peters and Wagner for the 2001-2019 period, Jenter and Kanaan for the 1993-2000 period):
To construct this dataset we received support of the Zurich Cantonal Bank (ZKB), the Swiss National Science Foundation (SNSF) as well as the Commission for Technology and Innovation (CTI).
The provided data are freely available to other researchers and are for non-commercial uses. If you use these data, please cite
Peter S. Schmidt, Urs Von Arx, Andreas Schrimpf, Alexander F. Wagner and Andreas Ziegler: 2019, “Common risk factors in international stock markets,” Financial Markets and Portfolio Management 33(3), 213-241.
A pre-publication version of this paper is available at:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1738315
Note that the data actually provided might be different to the data described in the paper as some improvements have been made to the methodology. However, the basic approach is the same. In case of doubt the descriptions provided in the description file online are valid.
Disclaimer: While we have taken considerable care in the preparation of the data and related materials, we can assume no responsibility or liability for any injury, loss or damage incurred as a result of any use or reliance upon the information and material downloaded from these pages.
By downloading and using the data, you agree to these conditions of use.
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The Datastream database was integrated into the Eikon platform by the provider Refinitiv, formerly the Financial & Risk business unit of Thomson Reuters. The focus is especially on time series and historical price data, which are made easily accessible via Datastream. For example, the stock prices of various companies listed in an index can be downloaded. In contrast to the Wharton interface, historical data is geographically accessible over a wider area, e.g. also for Europe. Unlike Bloomberg, Datastream has no download limits.
Data spans bond indices, bonds, commodities, convertibles, credit default swaps, derivatives, economics, energy, equities, equity indices, ESG, estimates, exchange rates, fixed income, funds, fundamentals, interest rates, and investment trusts.
This database can be accessed via the Eikon terminals in the Business Library at the University of Zurich. Data can be loaded with a plug-in for Microsoft Excel.
Access is available for students of the University of Zurich only. For questions about access, please contact databases@df.uzh.ch.
Unfortunately, it is not possible for us to offer an introduction in the use of Datastream. However, tutorials can be found here: refinitiv.com/en/support-and-training/datastream-training
Take a look at Datastream’s fact sheet (PDF, 1 MB)
Eikon covers a similar spectrum as Bloomberg in terms of content. Eikon delivers data in real time and offers comprehensive tools for data analysis. Apart from Bloomberg, Eikon probably has one of the largest coverages of financial market data worldwide. However, the two coverages, Eikon and Bloomberg, are quite different. For example, certain bonds are covered in Eikon, while Bloomberg does not cover these bonds (and vice versa). Also, Eikon does not have download limits. Compared to Datastream, Eikon usually offers shorter time series, but the coverage is much larger.
Eikon contains the following data:
This database can be accessed in the "Bibliothek für Betriebswirtschaft" at the University of Zurich. Data can be loaded with a plug-in for Microsoft Excel or viewed via the Eikon mask.
Access is available for students of the University of Zurich only. For questions about access, please contact databases@df.uzh.ch.
Unfortunately, it is not possible for us to offer an introduction in the use of Eikon. However, tutorials can be found here: https://training.refinitiv.com/eikon/.
From January 2024, access to SDC will be available via WRDS, but only for one SDC data module, namely "SDC Mergers & Acquisitions". Please note that access to all other SDC data modules has expired on December 31, 2023.
SDC Mergers & Acquisitions is the industry-standard source of investment banking transaction terms and conditions, covering 2 million M&A, bond and equity deals dating to the late 1970s. SDC deals content via WRDS features over 100 data points to power advanced analysis of deal structures, market trends and participant relationships in a fully normalized database. SDC via WRDS includes the full history of SDC M&A, including outright acquisitions, stake purchases, joint ventures and repurchases.
Fitch Ratings Pro offers a comprehensive collection of bank financial filings and is a replacement source for Bankscope. It also offers, among other things, historical credit ratings.
There is a limited number of accounts that the University of Zurich is entitled to. If you would like to open an account for the duration of your research project, please email your request to databases@df.uzh.ch.
Please note that, due to the limited number of accounts, we may be forced to block your account after 6 months, in order to give someone else access. Should you have the need for continued access, please write to databases@df.uzh.ch.
Accounts are limited to PhD students, senior research associates as well as professors affiliated with the Department of Finance. The data can be loaded with a plug-in for Microsoft Excel.
The Department of Finance has access to Bureau Van Dijk's Orbis database through University of Zurich and the Main Library/Central Library.
With Orbis you get:
And optional modules include:
You can find Orbis here: ub.uzh.ch/en/unterstuetzung-erhalten/fachliche-unterstuetzung/wirtschaftswissenschaften/datenbanken
Please contact databases@df.uzh.ch to obtain access.
Bureau Van Dijk's Webpage gives useful information on what kind of data Orbis covers and how the database can be used.
Please also read the Orbis brochure (PDF, 419 KB)
IvyDB US database has been the industry standard for historical option prices and implied volatility data. Used by over 300 institutions, IvyDB US contains accurate end-of-day prices for options along with correctly calculated implied volatilities and greeks.
With IvyDB US, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.
Access to Optionmetrics IvyDB US runs through WRDS. To obtain access, please register at https://wrds-www.wharton.upenn.edu/register/. If you have any questions, please contact the WRDS Representative of the Department of Finance by email: wrds@df.uzh.ch
A number of legal aspects must be considered for the use of the databases (these rules can vary according to the supplier).
Instructions to be followed:
