Business Database Guides: WRDS

Wharton Research Data Services (WRDS) provides access and analyzes to a variety of financial data sources for academic research. The Library subscribes to a number of datasets on WRDS. The core  subscriptions include: CompuStat, CRSP, CUSIP, Eventus, I/B/E/S, ISS (formerly Riskmetrics), MSCI (formerly KLD and GMI), OptionMetrics, PACAP, TAQ, WRDS SEC Analytics Suite.

SELECT WRDS:

From the E-Resources tab on the library website, select Business from Databases by Subject, and then select WRDS.

ACCESS WRDS:

WRDS is available to current CUHK faculty and students only. Alumni and visitors are not eligible to access due to licensing restrictions.

• Faculty, Visiting Scholars, PhD students and Research Assistants can access the WRDS via the WEB through individual accounts which allows unlimited access via web, SSH, and or FTP and includes 750 MB of permanent disk storage. 
• Other CUHK users can access WRDS* on campus.

*You need to open an email account with an active cuhk.edu.hk email address. We will send an email to this address with the information needed to sign in.
 

To apply for an Individual Account:

For Faculty, Visiting Scholars, and PhD Students

Click here to apply and select the Register tab to fill in the followings:

1. Account Type : select the appropriate type.
2. Institution : Chinese University of Hong Kong
3. First Name
4. Last Name
5. Email : input an active cuhk.edu.hk email address.
6. Desired Username
7. Click Register  button

 

For Research Assistants

Please send your request to CUHK WRDS Representative with the following data:

• Name:
• Student/Staff/Library ID:
• cuhk domain email (e.g. xxxxx@cuhk.edu.hk or xxxxx@xxx.cuhk.edu.hk):
• Name of supervising faculty:
• Email of supervising faculty:
• Research information:
• Duration of appointment/research project:

When the request is approved, you will receive an email with instructions for setting the password and logging into WRDS.

Enquiry on account application, please contact CUHK WRDS Representative.

 

SEARCHING FOR & GETTING DATA FROM WRDS:

The list of available datasets is listed under “Your Subscriptions” on WRDS.

 

WRDS Web Queries

The web query has the same general format for all databases in WRDS. In most databases, you need to complete the following four steps to submit your request. Other databases may require more or fewer steps.

1. Select date & frequency range of data
2. Select database search method
3. Select variables
4. Select output format

e.g. the Query Form in the dataset CRSP Monthly Stock