research databases

The following databases are installed on the "APPS" data server maintained by RICS (formerly known as "finance" data server, now termed the "applications" server). The data are provided for academic use only, and access is restricted to the faculty and doctoral students in Business School. Therefore, you must be on campus to access the "APPS" server.

General questions or install requests should be sent to: RICS Help Desk.

COMPUSTAT® (North America)

COMPUSTAT® (North America) is a database published by Standard & Poor’s, a division of The McGraw-Hill Companies. COMPUSTAT® (North America) is a database of financial, statistical and market information covering publicly traded companies in the U.S. and Canada. The data isidentical to Research Insight data, however, we have written the complete files to SAS datasets to make them more accessible for large-sample studies. The most recent User's Guide is available to view or download.

[ more on Compustat ]

To obtain access to COMPUSTAT data, you need access to the "applications" server. If you are not currently mapped to the applications server (i.e., check your "T" drive and folder locations that are available), make a request to: RICS Help Desk.

CRSP - The Center for Research in Security Prices

The Center for Research in Security Prices (CRSP) is a financial research center at the Graduate School of Business at The University of Chicago. CRSP maintains comprehensive historical data files on the market. CRSP files cover common stocks listed on the NYSE, AMEX and Nasdaq Stock Markets, US Government Treasury issues, and US Mutual Funds. CRSP refers to the database family published by the Center for Research in Security Prices (CRSP), a research center at the University of Chicago, Graduate School of Business. CRSP is a comprehensive collection of standard and derived security data for the NYSE, AMEX and Nasdaq Stock Market. CRSP was the first organizaiton to compile accurate computerized price and return information on stocks and to make it available to researchers and practitioners. Available data span December 1925 to the present. CRSP's unique identifier tracks a continuous history of securities, enabling uninterrupted time-series analysis.

[ more on CRSP ]

To obtain access to CRSP data, you need to have access to the "applications" server. If you are not currently mapped to the applications server (i.e., check your mapped drive and folder locations), make a request to: RICS Help Desk.

Alternatively, you can request that CRSP data be loaded locally (on your office PC), which is the suggested option if you plan to use EVENTUS. If you prefer this option, make a request to have CRSP data loaded on your PC (only or in addition to network access): RICS Help Desk.

EVENTUS®

EVENTUS® performs event studies using data read directly from CRSP stock databases or pre-extracted from any source. EVENTUS can also read raw returns, prices, bid and ask quotations, trading volume, number of trades and shares outstanding from the CRSP database. EVENTUS can print the raw data or store them in several disk file formats. The EVENTUS system includes utility programs to convert calendar dates to CRSP trading day numbers, convert cusip identifiers to CRSP permanent identification numbers, and extract event study cumulative or compounded abnormal returns for cross-sectional analysis. EVENTUS provides user control over estimation periods and cumulative return windows, a choice of raw, comparison period mean adjusted, market adjusted or market model abnormal returns. Simple statements allow the researcher to run a complete event study, from reading the CRSP stock database to printing results, with a program as short as four lines. The manual is not intended to be a textbook on event study methods, although citations to relevant literature are provided whenever possible.

EVENTUS is a collection of SAS macros that will be installed on your own machine. The macros work "on top" of SAS, and you never know they are there. You simply use a few lines of SAS code, and EVENTUS will have you running complex event study test statistics and/or accessing raw CRSP data in no time. You will forget how to spell FORTRAN after using this for a while.

[ more on EVENTUS ]

To have EVENTUS loaded onto your office PC, you must first have SAS 8.1 or higher and have access to CRSP data (via network or locally, and have set the CRSP environmental variables. Once SAS 8.1 or higher is loaded and you have CRSP access, make a request to have EVENTUS installed on your office PC to: RICS Help Desk .

Standard & Poor's Research Insight

Standard & Poor's Research Insight is a comprehensive company financial database with extensive balance sheets, income statements, and detailed footnotes. There are standardized definitions to ensure intra-company data consistency between periods, and inter-company data consistency within countries. The report library allows presentation in formats common within countries. Custom reports may be created. There are issues with in-depth pricing and market related information with up to 12 years of history.

To obtain access to S&P's Research Insight, make a request to: RICS Help Desk .

ExecuComp

Standard & Poor's Execucomp database provides annual data on executive compensation. With ExecuComp, you can readily identify trends within a company or among peers within an industry. The database includes over 80 different compensation, executive, director, and company related items; coverage of each company's top five executive officers; over 35 measures of company financial performance taken from the COMPUSTAT database; and more. Data coverage: 1992 - Updates: Annual. Previous years' data is added in October of each year. RESTRICTIONS: ExecuComp may only be accessed by faculty, staff, and Ph.D. students.

To obtain access to S&P's EXECUCOMP, make a request to: RICS Help Desk .

Thomson Financial DATASTREAM

Thomson Financial DATASTREAM is recognized as a strong brand that has been meeting the information needs of the world's leading financial institutions for decades. Please use the accreditation "Source: Thomson Financial Datastream" when publishing information that originates from Datastream services.

Datastream is recognised as a strong brand that has been meeting the information needs of the world's leading financial institutions for decades. Datastream becomes a business unit within the Investment Management Group, where it will sit alongside former Primark units and join existing Thomson Financial units that include AutEx and First Call. As a Datastream customer, you will continue to be supported by your existing team, who remain committed to providing you with the best possible service. Please use the accreditation "Source: Thomson Financial Datastream" when publishing information that originates from Datastream services.

To obtain access to Thomson Financial Datastream, make a request to: RICS Help Desk .

Statistical Applications

If you need SAS or need an upgrade (e.g., using SAS 8.x or earlier), SAS 9.0 is currently available from IT Services. This license must be purchased annually. The license is free to all University of Houston students, but there is a media charge. Before acquiring the license, students must first fill out and sign the SAS Student Contract. All faculty and staff members are required to fill out and sign the SAS Employee Home Use Amendment before acquiring a license.

[ more on SAS ]

UH INFORMATION TECHNOLOGY: How to purchase SAS?
Location: room 56 in the basement of the M.D. Anderson Library (take stairwell F).
Payment: SCRs (UH main campus), vouchers (UH System), cash and checks.
Contact: software@uh.edu or 713-743-1145.

For more information, please contact: RICS Purchasing (samir@uh.edu), or use the above link to UH Information Technology to obtain SAS.

To purchase SAS and have it installed on your office PC, make a request to: RICS Help Desk.