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Research Resources

Business Databases available to University of Sydney Researchers

Aspect Huntley Annual Reports Online

Description: Contains annual reports of all ASX listed and de-listed companies from 1995, and full documentation of ASX-lodged announcements from October 1998 onwards, including prospectuses.

Access: The University of Sydney Library

Australian Company Announcements

Description: Historical record of ASX company disclosures from 1992. Documents are converted to text format to facilitate free text searching. Search results can be filtered by ASX listing code and/or the listing rule under which the filing was lodged.

Access: Securities Industry Research Centre of Asia-Pacific (SIRCA)

Contact: Andrew Ainsworth

Australian Core Research Data

Description: Historical daily trading information including total volume, value and number of trades and the high, low and close price for each stock listed on the ASX and dilution information. This data is available from mid-1983 to the present.

Access: Securities Industry Research Centre of Asia-Pacific (SIRCA)

Contact: Andrew Ainsworth

Australian Equities Tick History

Description: ASX tick history from 1991 on equities, exchange traded options and warrants
Every bid and ask order, every trade, including the volume of each order and executed trade
Time and Sales, Market Depth, Intraday, End of Day, and Order Book

Access: Securities Industry Research Centre of Asia-Pacific (SIRCA)

Contact: Andrew Ainsworth

Australian Share Price/Price Relatives (SPPR)

Description: December 1973 to present of ASX monthly share prices and calculated price relatives. All Australian listed and previously listed companies with fully paid shares. Contains monthly share price, dividends including franking credits, adjustments for share issues and reconstructions, number of shares on issue, and price relatives. Also tracks ticker changes and merger/delisting information.

Access: Securities Industry Research Centre of Asia-Pacific (SIRCA)

Contact: Andrew Ainsworth

Bloomberg

Description: Global coverage of financial information on equities, indices, fixed-income securities, currencies, commodities, derivatives, analyst forecasts, news, amongst other information.

Access: Two terminals are located in Room 417/418, Level 4, Economics and Business Building (H69).

Contact: Kate Ippaviz

CAER Sustainability Data

Description: Database provides access to CAER's standard universe of company coverage for Level 1 (sustainability ratings and screens), which includes the FTSE All-World Developed, and companies on the MSCI. The database also provides ability for staff use many different sustainability ratings and rankings via the EIRIS Portfolio Manager (EPM) software package.

Access: CAER Sustainability Data

Contact: Stewart Jones

Center for Research in Security Prices (CRSP)

Description: Provides information on prices, returns and volume for securities listed on NYSE, AMEX, and NASDAQ. Monthly data extends back to 1925 and daily data begins in 1962. Also includes a merged database with Compustat data.

Access: Wharton Research Data Services (WRDS)

Contact: Andrew Ainsworth

Compustat

Description: Contains global coverage of accounting data for active and inactive firms. Data on U.S. companies begins in 1950 and non-U.S. coverage begins in 1987.

Access: Wharton Research Data Services (WRDS)

Contact: Andrew Ainsworth

Connect4

Description: Contains information on ASX-listed companies such as annual reports, prospectuses, company announcements, mergers and acquisitions, and new issues.

Access: The University of Sydney Library

Corporate Governance Database

Description: Annual report data - Company, Director and Shareholder information. Data from 2001 for 1500 ASX listed companies.

Access: Securities Industry Research Centre of Asia-Pacific (SIRCA)

Contact: Andrew Ainsworth

Datastream

Description: Global coverage of financial market, financial statement and economic data going back to 1973. Data coverage includes equity, fixed income, credit, commodities, futures, currencies and options markets. Worldscope financial statement data on non-U.S. companies is also available through Datastream.

Access: Business School IT will install the software on University PCs.

Contact: Andrew Ainsworth

Hedge Fund Research Database (HFR)

Description: Coverage includes fund-level detail on historical performance and assets, as well as firm characteristics.

Contact: Juan Yao

Institutional Brokers Estimates System (I/B/E/S)

Description: Contains forecasts from analysts on earnings, price targets, stock recommendations and other financial statement data. The data is global in coverage.

Access: Wharton Research Data Services (WRDS)

Contact: Andrew Ainsworth

Lipper Tass Hedge Fund Database

Description: Contains quantitative performance data on over 6,300 actively reporting hedge funds and funds of hedge funds, plus over 7,000 graveyard funds that have closed, liquidated or stopped reporting for any reason.

Contact: Juan Yao

Morningstar DatAnalysis Premium

Description: Contains data on ASX listed and delisted companies. Data includes full-year and interim financials, analyst forecasts, audit trails, directors, substantial shareholders, mergers and acquisitions, company history, corporate actions, annual reports, and announcements, financial ratios, ASX announcements, floats, dividend history, and listing rule waivers, amongst others.

Access: The University of Sydney Library

Morningstar Direct

Description: Global coverage of quantitative and qualitative data on investment fund performance, flows, size and many other variables. The database covers closed-end funds, exchange traded funds, hedge funds, market indexes, money market funds, open-end mutual funds, managed funds, and pension/superannuation funds.

Access: Download and install the Morningstar® Direct software.

Contact: Andrew Ainsworth

Option Metrics

Description: Data on historical price, implied volatility and sensitivities for the U.S. equity and index options markets and their underlying securities.

Access: Wharton Research Data Services (WRDS)

Contact: Andrew Ainsworth

Orbis

Description: Database has extensive global coverage on millions of companies and also contains private company financial information (depending on the country in which the company is located).

Access: Orbis

Contact: Stewart Jones

Reuters Global News Archive

Description: Reuters news, milli-second time stamped, including editorial tags and metadata. Reuters news sentiment scores available as a separate file (relevance, sentiment, novelty). Coverage available from 1996.

Access: Securities Industry Research Centre of Asia-Pacific (SIRCA)

Contact: Andrew Ainsworth

Thomson One

Description: Features market quotes, earnings estimates, financial fundamentals, press releases, transaction data, corporate filings, ownership profiles and research from Thomson Financial.

Access: Thomson One
(Login using Internet Explorer on a PC as it does not work in Firefox, Chrome or on Macs)

Contact: Stewart Jones

Thomson Reuters Institutional Holdings (13F Institutional)

Description: Contains U.S. institutional common stock holdings and transactions, as reported on Form 13F filed with the SEC. This database is formerly known as CDA/Spectrum 3 4 database, and contains ownership information by institutional managers with $100 million or more in assets under management.

Access: Wharton Research Data Services (WRDS)

Contact: Andrew Ainsworth

Thomson Reuters Tick History

Description: TRTH provides millisecond time stamped tick data going back to January 1996. It covers 45 million active OTC and exchange-traded instruments worldwide. It is a comprehensive, accurate, and precise historical record of market behaviour.

Accounts are only available to students enrolled in a research degree and Sydney University staff.

Access: Thomson Reuters Tick History

Contact: Andrew Ainsworth

TRACE

Description: Transaction data for OTC traded corporate bonds in the U.S. since July, 2002. The database contains information on the time of execution, price, yield, and volume.

Access: Wharton Research Data Services (WRDS)

Contact: Andrew Ainsworth