Columbia University Libraries now have access to Lipper Hedge Fund Database (TASS) via Wharton Research Data Services. Please note that Lipper Hedge Fund Database is accessible via Thomson Reuters underneath “Current Subscriptions” on the Wharton Research Data Services homepage.
“Thomson Reuters Lipper Hedge Fund database is an indispensable resource for institutional asset managers, high net worth investors and consultants who monitor the global hedge fund industry.
The Lipper Hedge Fund global database has been a reliable source of timely, high-quality hedge fund data for over 20 years.
Coverage from 1990
• Quantitative performance data on over 7,500 actively reporting Hedge funds and Funds of Hedge Funds
• Performance data on over 11,000 graveyard funds that have liquidated or stopped reporting
• Essential fund profile data including fund strategy, inception date, fund domicile and much more
• Full historical monthly price and performance, dating to fund inception
• Loaded with notes on value-add background information, detailing Manager Biographies, Fund Structure, etc.
• Analyze strategy trends by grouping funds into Investment, Sector, Geographical Focus
• Such data can be used by academics for granular research and publication purposes.
Lipper (formerly TASS) data is most frequently used Hedge Fund database for research due to its considerable coverage of live and dead hedge funds, compared with other hedge fund databases available for academic and commercial researchers.”
MFLINKS is now accessible on Wharton Research Data Services (WRDS).
Description from WRDS:
“MFLINKS provide a reliable means to join the mutual fund performance and expense information in the CRSP Mutual Fund Database (MFDB) with the equity holdings information in the Thomson-Reuters Mutual Fund ownership database (TFN/CDA S12). MFLINKS allows a researcher to gather details on holdings for either particular funds or fund families and groups of funds at specific points in time. MFLINKS has been developed with Professor Russ Wermers from the University of Maryland’s Robert H. Smith School of Business, as a contributor and ongoing consultant to the project. Professor Wermers was one of the first researchers to use linked mutual fund data. A good example of how MFLINKS can be used is his article, “Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses” (Journal of Finance, 2000). It decomposes mutual fund performance into its various components based upon actual holdings.
MFLINKS provides links between the 98% of the domestic equity funds in CRSP and Thomson-Reuters. The database consists of two tables that provide the mapping between CRSP and Thomson-Reuters mutual fund identifiers, to a common Wharton Financial Institution Center Number (WFICN), which is a unique and permanent fund portfolio identifier. There are 23,340 WFICN-CRSP_FUNDNO pairs in MFLINKS Table 1, including 4,600+ new links added in the 2013 update. There are 8,476 FUNDNO-WFICN pairs in MFLINKS Table 2, including 1,850 new links added in the 2013 update.”
Columbia Libraries is pleased to announce that now we have access to Markit via Wharton Research Data Services (WRDS). Columbia Libraries subscribe to Markit services including CDS Pricing (End of Day) and RED-CDS (Full Service).
From the WRDS website:
“Markit CDS Pricing: Provides CDS composite and contributor level data on approximately 2,800 individual entities. Applying a data cleansing process, Markit aggregates marks from sell-side contributors to generate its composite price. The data are provided on a daily basis starting in 2001 (with 810 reference entities) and are available by entity, tier, currency and restructuring clause.
RED (Reference Entity Database): a database of confirmed Reference Entities and their Reference Obligations for use in trading, documenting, and processing credit derivatives transactions. A Reference Entity is an institution, such as a company, a sovereign, a statute-created entity, or a multilateral institution, that has either issued or guaranteed an obligation (a Reference Obligation). These Reference Obligations are typically issuances of debt obligations, but on occasion they may also be non-debt securities (such as preference shares). Pairs of Reference Entities and their associated Reference Obligations (Pairs) form the basis of RED. RED provides a means of linking CUSIP and ISIN to other Markit databases (e.g. CDS) which are identified by the Markit primary id (REDCODE). RED also allows the data user to track CDS reference entities through mergers, de-mergers and other corporate actions.”
2009 data from the NYSE Trade and Quote [TAQ] database is now available via the Wharton Research Data Service [WRDS].
2010 data will be added as it becomes available.
The 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 Small Cap issues from 1993.
We are now receiving quarterly updates to the Center for Research in Security Prices [CRSP] daily and monthly stock data via the WRDS database.
If you do not have a WRDS account you can request one at the WRDS site.
To access daily and monthly stock data [with quarterly updates] follow these steps:
WRDS Scheduled Downtime: Friday, October 16, 2009, 8pm-10pm ET
WRDS has scheduled downtime to take place this Friday, October 16 from 8pm-10pm ET. PCSAS and UNIX will not be affected. However, web queries will be unavailable during this period.
This maintenance will complete the restoration of hardware, resulting in increased performance. An update will be posted following the downtime. We apologize for any inconvenience.
The WRDS server will be undergoing scheduled maintenance from 12:00pm-8:00pm ET on Tuesday, September 29, 2009.
During this period, the WRDS website will be unavailable. However, access will remain for those users accessing WRDS through UNIX and PC SAS Connect. Interactive queries during this period should continue to run unaffected.
WRDS will be adding additional network hardware to expand capacity.
We apologize for any inconvenience.
The Watson Library now subscribes to the shareholder proposals section of RiskMetrics via WRDS This adds to our current RiskMetrics subscription to the governance and directors modules. RiskMetrics was previously knows as IRRC.
The shareholder proposals module (governance and social responsibility) contains data from 1997 through 2007. The dataset includes proposals that came to a vote as well as those that did not (e.g., because they were withdrawn by the proponent or allowed to be omitted from the proxy by the SEC). Variables include the lead filer of the proposal, the meeting date, and outcome; some fields are not complete every year for every company, but the vast majority of meeting dates are present.
If you have a WRDS account you may log in to WRDS at http://wrds.wharton.upenn.edu
If you do not have a WRDS account you may request one at: http://wrds.wharton.upenn.edu/wrdsauth/account_req.shtml