We’re pleased to announce that WRDS (Wharton Research Data Services) will be here at Wharton presenting an overview of several new and powerful “Value Add” products that they have created for their researchers (that means you!). Please join us for this overview and Q & A session with Luis Palacios, PhD (WRDS Research Service Director).
- Friday, February 24, 2017, 12-1p
- JMHH 250
- Lunch will be served
- Sign Up Here
Overview: WRDS Presentation on New Research Data and Analytics. Introducing new pre-programmed routines aimed at improving research productivity, and a summary of new data sources recently added to available WRDS data (e.g. intraday events, voting ownership, etc.)
|WRDS Event Study Suite||Provides Daily event studies for US or International stocks with Capital IQ KeyDev or user provided events; US intraday event studies with events characterized by Ravenpack or events of your own interest. Graphic results.|
|WRDS International Indices and Constituents||International Stock Market total returns with dividends and constituents information for 40+ countries. Daily and Monthly Frequencies.|
|WRDS Intraday Indicators Data||Stock specific daily indicators created from the TAQ intraday dataset. Includes stock/flow variables created from trades and quotes, intraday volatility, spread, price impact, and many other stock volatility and liquidity measures.|
|WRDS Beta Suite||Flexible and powerful web based tool that generates rolling stock betas from various risk models using user-defined estimation windows and return frequencies.|
|WRDS Bond Returns Database||Monthly Corporate Bond Returns, including accrued interest, duration & yield computations, as well as buys and sell volume. Also, it provides linking table between bond and equity by the same company.|
|WRDS Financial Ratios Database||Pre-calculated 70+ Financial Ratios (e.g. Book-to-Market) using CRSP, Compustat and IBES.|
|WRDS Option Indicators||Provides most commonly used option based equity signals for the US market (e.g. option skewness).|
|WRDS SEC Analytics Suite||Overview of the WRDS SEC Analytics Suite: Filings Search, Linking Tables, Sentiment and Readability Indices, etc.|
|New Research Data Sources at WRDS||RavenPack, VotingAnalytics, Revere Supply Chain, Thomson OP, SDC Platinum, 2iQ, InfoGroup, etc.|
After the presentation we will be available to answer specific questions about your research.
Please join us, and I look forward to seeing you there!