Welcome to the UTK Finance Department Database Information Page

Data Sets

• CRSP--The Center for Research in Securities Prices database contains daily stock prices, returns, volume, and distributions for all companies on the NYSE and AMEX back to 1962, and all companies on the Nasdaq back to 1972.  Monthly data is available back to 1926.
• COMPUSTAT is published by Standard and Poors and contains income statement and balance sheet data on both and annual and quarterly basis back to about 1950.
• IBES contains analysts forecasts of earnings.
• Execucomp is also published by Standard and Poors.  It reports executive compensation data.
• Nastrack has transactions data for Nasdaq and OTC securities.

Prior to June, 1998, most of the empirical research that was conducted in the Department was done on the IBM mainframe.  The datasets were housed on either the mainframe disk drives (at a considerable cost to the Department of about $20,000 per year!) or on tape cartridge in the tape library. 

Since June, 1998, the CRSP and COMPUSTAT databases have been housed online on the UNIX system.  The links at left will provide you with information on how to access these databases and modify programs that you might have written for the IBM mainframe for use on UNIX.

In addition to the Department-maintained databases, there are a number of University-maintained databases.  See the UTK Library Data link.

Finally, there is a wealth of information on the Internet if you know where to find it.   John Wachowicz maintains a comprehensive link of finance resources on his WachoWorld web page.  A much smaller list is in the Online Data Sources list.

If you find problems on this page, please email me about them.

There have been way too many visits to this site to count.

Fortran Reference

SAS Reference

Unix Resources

Sample Programs

Other Resources

Wacho World

Zacks

UTK Library