Data on Exchange Traded Funds including bid ask and close pricing, expenses, tracking indexes, assets under management, data and funds flows, historical daily holding and ownership data and more. Includes over 1900 ETFs.

Learn more about ETF Global from WRDS.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/etf-global/

Access to real time and historical (about 20 years) financial, economic, and political news and information covering all sectors of the world’s economy.

Special Note: Because of license restrictions, access is limited to the following locations:

• Several computers in Kenan-Flagler’s Capital Markets Lab (room 2550) in the McColl Building
• One computer in the Technology Center (room 1130) on the first floor in the McColl Building.
• One Bloomberg terminal at UNC’s Park Library in Carroll Hall on main campus.

Online access is not available.

UNC Kenan-Flagler Capital Markets Lab

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.

Provides stock indices, beta- and cap-based portfolios, Treasury bond and risk-free rates of return on daily, monthly, quarterly, and annual basis for the NYSE and AMEX from 1925-present and from 1972-present for Nasdaq markets.

Includes these five groups of indices from Center for Research in Security Prices, LLC:

• CRSP Stock File Indices
• CRSP Cap-Based Portfolios
• CRSP Indices for the S&P 500 Universe
• CRSP Treasury and Inflation (CTI) Indices
• CRSP Select Treasury Indices

Learn more about CRSP Stocks and Indices.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/

Contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices. Includes comprehensive distribution information, with accurate total return calculations. 1923-present.

Learn more about CRSP Stocks.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/

Data on the historical performance of open-ended mutual funds by using survivor-bias-free data. Includes a history of each mutual fund’s name, investment style, fee structure, holdings, and asset allocation. Also included are monthly total returns, monthly total net assets, monthly/daily net asset values, and dividends. Plus schedules of rear and front load fees, asset class codes, and management company contact information are provided.

All data items are for open-end mutual funds and begin at varying times between 1962 and 2003 depending on availability. Updated quarterly and distributed with a quarterly lag.

Manuals & overviews of CRSP Mutual Funds from WRDS.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/quarterly-update/mutual-funds/

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/annual-update/treasuries/

Includes daily pricing, volume, and performance information on equities, market stock and bond indices, macroeconomic data series, foreign exchange rates, daily and weekly interest rates, fixed income instruments, financial and commodity futures and options contracts. Time coverage varies, but many series are available in daily, weekly, monthly, quarterly, or annual intervals for up to 10 years or longer.

Use is limited to faculty and course-related research only, for current UNC-CH faculty, students, and selected staff. 

Need access?
Kenan-Flagler students and faculty: contact researchtools@kenan-flagler.unc.edu for access instructions.
Other UNC users: contact Nancy Lovas for assistance with access at: nancy64@email.unc.edu.

UNC-CH users with additional password

https://eikon.refinitiv.com/

• Financial data on 70,000+ public and private companies worldwide, with historical coverage for developed markets dating back to the 1980s and for emerging markets starting in the 1990s
• Close to 2,000 historical financial metrics data items for 70+ countries
• Historical financial data on 5,000 global indices, as well as fixed income, commodities, alternative investments markets and more

Access is limited to computers in the Kenan-Flagler Business School’s Capital Markets Lab, Room 2550 in the McColl Building.

UNC Kenan-Flagler Capital Markets Lab

Includes historical option price, underlying security information, implied volatility, and sensitivity information for U.S. equity and index options markets.

Designed for empirical research. Data can be downloaded into a variety of statistical software packages allowing for analysis on all aspects of options investments including backtesting, trading strategies and evaluating risk models. 1996-present.

Overview of Option Metrics from WRDS.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/optionmetrics/

Database of publicly-offered U.S. bonds. Contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. Provides details on debt issues and the issuers, plus transactions by insurance companies. Research market trends, deal structures, issuer capital structures and other areas of fixed income debt research.

• Issuer specific information includes:
  • Industry codes, S.I.C. codes and N.A.I.C.S. codes.
  • Ticker and exchange listings.
  • Issuer names and parent relationships.
  • Bankruptcy and default detail.
• Issue specific data includes:
  • Full call, put and sinking fund schedules and call frequency codes.
  • Structured security flags and detailed information.
  • Floating rate formulas, current rates and coupon schedules.
  • Fitch IBCA, Moody’s, S&P and Duff & Phelps credit ratings.
  • U.S. Treasury auction information.
  • Convertible debt information.
  • Underwriters, trustees and fiscal agents.
  • Unit deals and warrant information.
• Transaction information includes:
  • All bond acquisitions reported since 1994 by insurance companies
  • All bond disposals (sales, redemptions) since 1995 by insurance companies

Learn more about Mergent FISD from WRDS.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/mergent-fixed-income-securities-database-fisd/

Morningstar Investing Center offers Information on more than 8,000 stocks and 12,000 mutual funds including 20 minute delayed pricing, summary financial statements, independent analysis and more. You can screen stocks, CDFs, ETFs, and mutual funds selected characteristics.

UNC-CH users only

https://guides.lib.unc.edu/go.php?c=23608598

Combines authoritative Morningstar data with powerful analytical tools. Gives you data on more than 10,000 mutual funds. With more historical data, an archive of our analyst reviews and commentaries, fund manager profiles, and much more, you’ll be able to confidently make critical decisions regarding similar funds. (Source Vendor Website)

Davis Library has cd-roms for 1994 through January 2010.

http://search.lib.unc.edu/search?R=UNCb4200329

Offers tick-by-tick trade and quote data of all activity within the U.S. National Market System. 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.

• See also: Trade and Quote – “Monthly Product”. 1993 – 2014

Learn more about NYSE Trade and Quote (TAQ) from WRDS.

WRDS Access is available only to current UNC-CH faculty, students, and selected staff. 

Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.

UNC-CH users with additional password

https://wrds-www.wharton.upenn.edu/pages/get-data/nyse-trade-and-quote/

Value Line Research Center offers all the content of Value Line’s investment services covering thousands of stocks, mutual funds, daily options and convertible issues. The Research Center comprises Value Line Investment Survey, Value Line Investment Survey Expanded Edition, Value Line Convertibles Survey, Value Line Daily Options Survey, and Value Line Special Situations Service. (source Davis Library)

UNC-CH users only

https://guides.lib.unc.edu/go.php?c=23608924