Time Series Datasets

Title: Bloomberg
Location: Password information (Tuck Only)
Description: Bloomberg provides real-time news, financial and economic data, including worldwide pricing of bonds, stocks, commodities, currencies, money markets, and mortgages, as well as historical data. It includes economic time series, company financial statements, press releases, analysts forecasts, company filings and prospectuses, executive profiles, and more.
Access: Restricted to Tuck community. Located in Feldberg Library, computer carrel #3. Other Dartmouth users see a librarian.

Title: Capital IQ
Location: Connect now | Password information (Tuck Only)
Description: Capital IQ, from Standard & Poor's, provides a wealth of information on companies, markets and people:

Market Intelligence: Comprehensive information on over 42,000 public companies, 685,000 private companies, 10,600 private capital firms, 230,000 transactions, and 985,000 professionals worldwide.

Financial Analysis: Easy to use tools for financial statement analysis, comparables analysis, financial modeling, sector analysis, and charting.

Idea Generation: Screening and targeting tools for identifying potential investments, investors, buyers, acquisitions, sales prospects, strategic partners, and executive hires as well as financial transactions and corporate actions.

Relationships: Six Degrees of Separation tool that will allow you to make connections between people and organizations.
Access: Restricted to Tuck community. Must be used from Tuck Network.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: WRDS: Wharton Research Data Services
Location: TuckStreams record
Description: We have access to the following datasets through WRDS:

COMPUSTAT provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

CRSP, the Center for Research in Security Prices, maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

EVENTUS performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

FIRST CALL provides historic earnings forecast data.

I/B/E/S, The Institutional Brokers Estimates System, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

We also have access to the following free databases:

• Bank Regulatory
• Blockholders
• CBOE Indexes
• DMEF
• Dow Jones
• FDIC
• Fama French, Momentum, and Liquidity
• Federal Reserve Bank Reports
• PHLX
• Penn World Tables
• SEC Disclosure of Order Execution
• TRACE
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor and in Baker/Berry Library, ask at Reference Desk for locations.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: Global Financial Data
Location: Connect now | Library Catalog record
Description: Includes historical stock market, financial, and economic time series data covering 200 countries and 20,000 different data series. Includes data on stock markets from 1690, exchange rates from 1590, interest rates from 1700, commodities from 1500, and inflation from 1264. Selected current and historical stock price data is also available.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: WRDS: Wharton Research Data Services
Location: TuckStreams record
Description: We have access to the following datasets through WRDS:

COMPUSTAT provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

CRSP, the Center for Research in Security Prices, maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

EVENTUS performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

FIRST CALL provides historic earnings forecast data.

I/B/E/S, The Institutional Brokers Estimates System, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

We also have access to the following free databases:

• Bank Regulatory
• Blockholders
• CBOE Indexes
• DMEF
• Dow Jones
• FDIC
• Fama French, Momentum, and Liquidity
• Federal Reserve Bank Reports
• PHLX
• Penn World Tables
• SEC Disclosure of Order Execution
• TRACE
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor and in Baker/Berry Library, ask at Reference Desk for locations.

Title: ALFRED: ArchivaL Federal Reserve Economic Data
Location: Connect now
Description: Using ALFRED you can retrieve vintage versions of data that were available on specific dates in history. In general, economic data for past observation periods are revised as more accurate estimates become available. As a result, previous vintages of data can be superceded and may no longer be available from various data sources.

Currently, vintage data are available for 205 series in 5 FRED categories: Consumer Price Index, Producer Price Index, Employment and Population, U.S. Trade and International Transactions, Business/Fiscal. The earliest vintage available is January 17, 1996. Over time, this will increase the number of series and vintages available.

Title: Capital IQ
Location: Connect now | Password information (Tuck Only)
Description: Capital IQ, from Standard & Poor's, provides a wealth of information on companies, markets and people:

Market Intelligence: Comprehensive information on over 42,000 public companies, 685,000 private companies, 10,600 private capital firms, 230,000 transactions, and 985,000 professionals worldwide.

Financial Analysis: Easy to use tools for financial statement analysis, comparables analysis, financial modeling, sector analysis, and charting.

Idea Generation: Screening and targeting tools for identifying potential investments, investors, buyers, acquisitions, sales prospects, strategic partners, and executive hires as well as financial transactions and corporate actions.

Relationships: Six Degrees of Separation tool that will allow you to make connections between people and organizations.
Access: Restricted to Tuck community. Must be used from Tuck Network.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: Dismal Scientist
Location: Connect now | Library Catalog record
Description: Dismal Scientist provides real-time monitoring and detailed economic analysis, economic indicators, and forecasts for the United States and Canada.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: FRASER: Federal Reserve Archival System for Economic Research
Location: Connect now
Description: The Federal Reserve Archival System for Economic Research, by the Research Division of the Federal Reserve Bank of St. Louis provides economic information and data to researchers interested in the U.S. economy. On this web site you will find links to scanned images (in Adobe Acrobat PDF format) of historical economic statistical publications, releases, and documents.

When used in connection with data contained in FRED (Federal Reserve Economic Data), FRASER allows the researcher to create uninterrupted data series by accessing sources previously available only in printed form and those currently available electronically (on FRED). In addition, the ability to retrieve series presented in preliminary, revised, and final releases provides a powerful tool in recreating and evaluating previous economic research and policy.

Title: FRED II: Federal Reserve Economic Data
Location: Connect now | Library Catalog record
Description: Federal Reserve Economic Data (FRED II) is a database of over 3000 U.S. economic time series that you can download data in Microsoft Excel and text formats and view charts of data series. Categories include: Banking, Business/Fiscal, Consumer Price Indexes (CPI), Employment & Population, Exchange Rates, Gross Domestic Product (GDP) and Components, Interest Rates, Monetary Aggregates, Producer Price Indexes (PPI), Reserves and Monetary Base, U.S. Trade & International Transactions, U.S. Financial Data, and FRB-St. Louis District Data.

Title: Global Financial Data
Location: Connect now | Library Catalog record
Description: Includes historical stock market, financial, and economic time series data covering 200 countries and 20,000 different data series. Includes data on stock markets from 1690, exchange rates from 1590, interest rates from 1700, commodities from 1500, and inflation from 1264. Selected current and historical stock price data is also available.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: International Financial Statistics
Location: Connect now | Library Catalog record
Description: International Financial Statistics, published by the International Monetary Fund (IMF), is a standard source for statistics on all aspects of international and domestic finance. IFS contains approximately 32,000 time series covering more than 200 countries. Data includes: exchange rates, Fund position, liquidity, money and banking accounts, interest rates, prices, production, international transactions, government accounts, national accounts and population for countries around the world.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: Marketline Advantage
Location: Connect now
Description: Marketline Advantage includes company, industry and country profiles and market research reports:

• Company profiles for both US and global companies, including SWOT analysis and executive bios.
• Industry profiles for both US and global industries, including a Porter's 5 forces analysis.
• Country profiles include analysis of the political, economic, social, technological, legal and environmental (PESTLE) structure of each country.
• Market Data Analytics for the following industries: beverages, food, household products, personal care, pet care, and tobacco.
Access: Restricted to Tuck community. Must be used from Tuck Network.

Title: PRS Group CountryData
Note: Coverage: 1984 to date and forecasting out 5 years
Location: Connect now | Library Catalog record | Comprehensive list of available data
Description: PRS CountryData includes domestic and international economic indicators, risk ratings, Coplin O'Leary ratings and forecasts, and geographic and political data. See the comprehensive list of available data above.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: WRDS: Wharton Research Data Services
Location: TuckStreams record
Description: We have access to the following datasets through WRDS:

COMPUSTAT provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

CRSP, the Center for Research in Security Prices, maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

EVENTUS performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

FIRST CALL provides historic earnings forecast data.

I/B/E/S, The Institutional Brokers Estimates System, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

We also have access to the following free databases:

• Bank Regulatory
• Blockholders
• CBOE Indexes
• DMEF
• Dow Jones
• FDIC
• Fama French, Momentum, and Liquidity
• Federal Reserve Bank Reports
• PHLX
• Penn World Tables
• SEC Disclosure of Order Execution
• TRACE
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor and in Baker/Berry Library, ask at Reference Desk for locations.

Title: Bloomberg
Location: Password information (Tuck Only)
Description: Bloomberg provides real-time news, financial and economic data, including worldwide pricing of bonds, stocks, commodities, currencies, money markets, and mortgages, as well as historical data. It includes economic time series, company financial statements, press releases, analysts forecasts, company filings and prospectuses, executive profiles, and more.
Access: Restricted to Tuck community. Located in Feldberg Library, computer carrel #3. Other Dartmouth users see a librarian.

Title: Daily Stock Price Record
Location: Library Catalog record
Description: Provides daily volume, high, low, and closing prices for NYSE stocks from 1962 to present and for OTC/NASDAQ stocks from 1983 to present.
Access: Located in Feldberg Library, reference collection.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: Factiva
Location: Connect now | Library Catalog record | Tutorial
Description: Factiva is a vast database of 10,000+ publications worldwide, including: newswires, newspapers, magazines and trade journals focusing on business, including the Wall Street Journal, Barron's, the Boston Globe, and the New York Times. Factiva also provides financial profiles for companies worldwide and historical stock prices as well as currency data and market indexes.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: Global Financial Data
Location: Connect now | Library Catalog record
Description: Includes historical stock market, financial, and economic time series data covering 200 countries and 20,000 different data series. Includes data on stock markets from 1690, exchange rates from 1590, interest rates from 1700, commodities from 1500, and inflation from 1264. Selected current and historical stock price data is also available.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: TAQ: Trade & Quote Database
Note: Coverage: 1993 to 2003
Description: The Trade and Quote (TAQ) database, produced by the New York Stock Exchange, contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #15.

Title: WRDS: Wharton Research Data Services
Location: TuckStreams record
Description: We have access to the following datasets through WRDS:

COMPUSTAT provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

CRSP, the Center for Research in Security Prices, maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

EVENTUS performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

FIRST CALL provides historic earnings forecast data.

I/B/E/S, The Institutional Brokers Estimates System, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

We also have access to the following free databases:

• Bank Regulatory
• Blockholders
• CBOE Indexes
• DMEF
• Dow Jones
• FDIC
• Fama French, Momentum, and Liquidity
• Federal Reserve Bank Reports
• PHLX
• Penn World Tables
• SEC Disclosure of Order Execution
• TRACE
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor and in Baker/Berry Library, ask at Reference Desk for locations.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: Global Financial Data
Location: Connect now | Library Catalog record
Description: Includes historical stock market, financial, and economic time series data covering 200 countries and 20,000 different data series. Includes data on stock markets from 1690, exchange rates from 1590, interest rates from 1700, commodities from 1500, and inflation from 1264. Selected current and historical stock price data is also available.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: WRDS: Wharton Research Data Services
Location: TuckStreams record
Description: We have access to the following datasets through WRDS:

COMPUSTAT provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

CRSP, the Center for Research in Security Prices, maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

EVENTUS performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

FIRST CALL provides historic earnings forecast data.

I/B/E/S, The Institutional Brokers Estimates System, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

We also have access to the following free databases:

• Bank Regulatory
• Blockholders
• CBOE Indexes
• DMEF
• Dow Jones
• FDIC
• Fama French, Momentum, and Liquidity
• Federal Reserve Bank Reports
• PHLX
• Penn World Tables
• SEC Disclosure of Order Execution
• TRACE
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor and in Baker/Berry Library, ask at Reference Desk for locations.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: Bloomberg
Location: Password information (Tuck Only)
Description: Bloomberg provides real-time news, financial and economic data, including worldwide pricing of bonds, stocks, commodities, currencies, money markets, and mortgages, as well as historical data. It includes economic time series, company financial statements, press releases, analysts forecasts, company filings and prospectuses, executive profiles, and more.
Access: Restricted to Tuck community. Located in Feldberg Library, computer carrel #3. Other Dartmouth users see a librarian.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: WRDS: Wharton Research Data Services
Location: TuckStreams record
Description: We have access to the following datasets through WRDS:

COMPUSTAT provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

CRSP, the Center for Research in Security Prices, maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

EVENTUS performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

FIRST CALL provides historic earnings forecast data.

I/B/E/S, The Institutional Brokers Estimates System, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

We also have access to the following free databases:

• Bank Regulatory
• Blockholders
• CBOE Indexes
• DMEF
• Dow Jones
• FDIC
• Fama French, Momentum, and Liquidity
• Federal Reserve Bank Reports
• PHLX
• Penn World Tables
• SEC Disclosure of Order Execution
• TRACE
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor and in Baker/Berry Library, ask at Reference Desk for locations.

Title: Morningstar Direct
Location: Library Catalog record | Password information
Description: Morningstar's global investment database and analytics provides information on investments. It includes data on closed-end funds, equity ownership, exchange traded funds, hedge funds, market indexes, money market funds, offshore funds, open-end mutual funds, pension/life insurance, stocks and 529 plans.
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor.

Title: Bloomberg
Location: Password information (Tuck Only)
Description: Bloomberg provides real-time news, financial and economic data, including worldwide pricing of bonds, stocks, commodities, currencies, money markets, and mortgages, as well as historical data. It includes economic time series, company financial statements, press releases, analysts forecasts, company filings and prospectuses, executive profiles, and more.
Access: Restricted to Tuck community. Located in Feldberg Library, computer carrel #3. Other Dartmouth users see a librarian.

Title: Datastream Advance
Location: Library Catalog record
Description: Datastream Advance provides historical data and analytics from both developed and emerging markets: equities, market indices, company accounts, macroeconomics, bonds, foreign exchange, interest rates, commodities and derivatives. Data is available in daily, weekly, monthly, quarterly, and yearly formats, and is available for as much as 30 years and in some cases even more. Data can be easily transferred into Excel spreadsheets.
Access: Restricted to Dartmouth College community. Located in Feldberg Library, computer carrel #1.

Title: Global Financial Data
Location: Connect now | Library Catalog record
Description: Includes historical stock market, financial, and economic time series data covering 200 countries and 20,000 different data series. Includes data on stock markets from 1690, exchange rates from 1590, interest rates from 1700, commodities from 1500, and inflation from 1264. Selected current and historical stock price data is also available.
Access: Restricted to Dartmouth College community. Must be used on Dartmouth Campus or via VPN Client.

Title: WRDS: Wharton Research Data Services
Location: TuckStreams record
Description: We have access to the following datasets through WRDS:

COMPUSTAT provides more than 300 annual and 100 quarterly Income Statement, Balance Sheet, Statement of Cash Flows, and supplemental data items on more than 24,000 publicly held companies.

CRSP, the Center for Research in Security Prices, maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. CRSP also provides CRSP/COMPUSTAT Merged Database, a database that simplifies matching COMPUSTAT financial data to the CRSP security price data.

EVENTUS performs event studies that compute abnormal returns for specific corporate actions or events using data directly from the CRSP stock database.

FIRST CALL provides historic earnings forecast data.

I/B/E/S, The Institutional Brokers Estimates System, provides consensus and detail forecasts from security analysts, including earnings per share, revenue, cash flow, long-term growth projections and stock recommendations.

We also have access to the following free databases:

• Bank Regulatory
• Blockholders
• CBOE Indexes
• DMEF
• Dow Jones
• FDIC
• Fama French, Momentum, and Liquidity
• Federal Reserve Bank Reports
• PHLX
• Penn World Tables
• SEC Disclosure of Order Execution
• TRACE
Access: Restricted to Dartmouth College community. Located in Feldberg Library from public computers on 1st floor and in Baker/Berry Library, ask at Reference Desk for locations.