Data themes: Finance
Resources for researching finance may include data from subscription databases, publicly available data portals or archived academic projects. Some suggestions are:
The Annual Report on Exchange Arrangements and Exchange Restrictions (AREAER) tracks the exchange rate and trade regimes of the members of the International Monetary Fund. The data can be searched across years, countries, and specific categories.
Billion Prices Project
Academic initiative that uses prices collected from hundreds of online retailers around the world on a daily basis to conduct research in macro and international economics.
A resource (also known as Bloomberg Professional) providing up-to-the-minute data, news and prices from financial markets around the world. Offerings include 24-hour historical and 15-minute delayed securities pricing, news, data, and analysis on companies, markets and economies. Coverage includes equities, money markets, currencies, bonds, commodities, mortgage-backed securities, and derivatives.
Access: only available by dedicated PCs in the Sainsbury Library and Social Science Library.
Combines information on companies, markets, and people worldwide with tools for analysis, financial modelling, market analysis, screening, targeting, and relationship and workflow management.
Access: on-site access is available to undergraduates at designated PCs in the Social Science Library (SSL), on request to the SSL staff. Postgraduates and members of faculty may request an individual login.
Consumer Expenditure Surveys (US Bureau of Labor Statistics), Public-Use Microdata (PUMD)
Collects data on expenditures, income, and demographics in the United States. The public-use microdata (PUMD) files provide this information for individual respondents, without any information that could identify respondents.
For historical data see the Consumer Expenditure Survey (CES) series (formerly called the Survey of Consumer Expenditures) provides a continuous flow of information on the buying habits of American consumers and also furnishes data to support periodic revisions of the Consumer Price Index. The series consists of two separate surveys: (1) a quarterly Interview Survey in which each consumer unit in the sample is interviewed every three months over a 15-month period, and (2) a Diary Survey completed by the sample consumer units for two consecutive one-week periods.
Cost of Living Survey Series
Created by the United States Department of Labor, Bureau of Labor Statistics (BLS), with the goal of estimating the cost of living of a "typical" American family.
A financial market intelligence database that replaces Thomson Reuters’ previous products ‘Datastream’ and ‘Thomson One’. It provides information on markets, indices, company and economic information and historical financial data. It provides access to trusted, up to the minute and accurate content from more than 5 million securities world-wide. Coverage includes pricing data, research, fundamentals, financial estimates, news, and charts.
Access: available by a dedicated PC in the Social Science Library and only open to current University staff and researchers (blue card holders).
A resource accessible via the Wharton Research Data Service (WRDS) platform, offering data on business executive salaries and compensation. Coverage includes the S&P 1500 index, data on restricted stock and option awards and selected key financial metrics for each company.
Eurostat New Cronos
One of the main aims of this European survey is the collection of statistics on industry, trade consumption and living conditions. Collection of data includes categories for agriculture and fisheries, economy and finance, industry, trade and services and transport.
A database of information on 3.4 million companies in the UK and Ireland. Reports typically include: contact information, trading addresses, activity details, profit and loss account and balance sheet items.
Harmonized System Database Online
An online resource for researching trade, commodities and in particular international tariff rates. The subscription provides access to the main nomenclature database and tools such as explanatory notes, a compendium of key classification decisions and an alphabetical index.
Access: extra username/password required for this resource. Check WebLearn for details.
International Monetary Fund (IMF)
Access to IMF data is available through the IMF data portal.
The UK Data Service may also be used as an alternative access point, and will be useful for researchers already using the UKDS.Stat analytical tool or other UKDS collections.
Provides full online access to the IMF's statistical databases. Register to use enhanced functionalities such as saving your queries, bulk download and API, working with IMF data by using workbooks. You can watch online IMF tutorials on how to search, download data, query IMF data portal.
Balance of Payments Statistics (BOPS)
Records the flow of goods, services and finance between an economy and the rest of the world. The IMF BOPS database contains over 200 countries and regional groups. The period for which data are available varies from country to country, but most countries’ data extend from the mid-1970s to the present.
Government Finance Statistics (GFS)
Updated quarterly the standard reference source on governments of IMF member countries. Annual data is supplied from 1990 onwards on revenue income by source (tax, lending, bonds, etc.), and expenditure by sector (defence, education, health, etc.) for all levels of government. Historical data is also available as far back as 1972 although coverage will vary.
Import/Export Price Indexes Handbook of International Economic Statistics
The US Bureau of Labor Statistics' International Price program produces the Indexes. An online interface lets users create custom tables from the past ten years of data in HTML or text format (CSV or tab-delimited). Flat files are also available for FTP.
International Financial Statistics (IFS)
The standard source for all aspects of international and domestic finance produced by the International Monetary Fund (IMF) and distributed by the UK Data Service. The database reports, for most countries, time series data on exchange rates, balance of payments, international liquidity, money and banking, interest rates, prices, production, international transactions, government accounts, national accounts and population.
Living Costs and Food Survey (2001 – ), UK
A household expenditure survey has been conducted each year in the United Kingdom. Continues the Expenditure and Food Survey (2001-2007) which continued the National Food Survey (1974-2000) and the Family Expenditure Survey (1961-2001).
A database which provides financial details of over 25,000 active and inactive global companies. It also has over 300,000 historical annual reports and executive. Coverage includes: history, business description, properties, subsidiaries, long-term debt, Moody's rating, income statement, balance sheet, statements of cash flow and annual stock price ranges.
Market intelligence agency providing data, market research and analysis, competitive and product intelligence.
Office for National Statistics (ONS) for England and Wales
Official webpage of the UK government for census and other government surveys. Visitors are able to search statistics by area, region or place. Data is available on the economy covering subjects such as inflation, public spending, revenue and productivity measures.
Orbis Europe (formerly known as Amadeus)
A comprehensive, pan-European database containing financial information on public and private companies in 41 European countries. The database provides standardised annual accounts (for up to 10 years), consolidated and unconsolidated, financial ratios, activities and ownership details.
Organisation for Economic Co-operation and Development (OECD): Economics
A major source for global monthly, quarterly and annual data and statistics on international development and trade. Most of these surveys are made available through the UK Data Service, but further analysis and commentary is provided by the OECD iLibrary with direct links to main economic indicators, economic outlook statistics, and national accounts statistics.
Oxford-Man Institute of Quantitative Finance: "Realized Library"
Contains daily non-parametric measures of financial assets' or indexes' past volatility. These are driven by the use of the latest innovations in econometric modelling and theory to design them, with high frequency data drawn from the Thomson Reuters DataScope Tick History database. While realised measures are not volatility forecasts, some researchers use these measures as an input into forecasting models. The aim of this line of research is to make financial markets more transparent by exposing how volatility changes through time.
This library is given 'as is' and solely for informational purposes.
The complete up-to-date dataset, lists of assets covered, and realised measures are available for download. The volatility data can also be visually explored.
A Bureau van Dijk financial database containing comprehensive information on companies in Spain and Portugal. It may be used to research individual companies, search for companies with specific profiles and conduct analyses. Information includes company financials, financial strength indicators, stock data, corporate structures, mergers and acquisitions deals and maps and cartographic analysis.
Securities and Exchange Commission (SEC) Data
This site provides information on investor assistance and complaints, SEC digest and statements, current SEC rulemaking, enforcement division, small business information, as well as EDGAR (Electronic Data Gathering, Analysis, and Retrieval system) which allows users to retrieve publicly available filings submitted to the SEC from January 1994 to the present.
UK Data Service
An archive of social science research that, in collaboration with the UK Data Archive, makes data available from many key governmental surveys and academic research projects. Content may be downloaded or analysed online on various issues including race, economic wellbeing, voting behaviour and social attitudes.
US Commodity Futures Trading Commission (CFTS)
An independent agency with the mandate to regulate commodity futures and option markets in the United States. The Commission's semi-annual Futures Commission Merchant (FCM) Financial Data Schedule contains selected financial data filed with the Commission. The information contained in the schedule includes data for each FCM including: the total amount of adjusted net capital, the required amount of adjusted net capital which must be maintained, and the excess adjusted net capital; the amount of customer funds required to be segregated from the FCM's own funds, and; the FCM's required foreign futures secured amount. Data are available here in HTML, ASCII, and Excel spreadsheet formats.
World Federation of Exchanges: Statistics
WFE publishes over 350 market data indicators, ranging from statistics on exchange traded products such as equities, derivatives and ETFs to granular data on IPOs, and the WFE’s Median Simple Spread liquidity indicator.
WRDS (Wharton Research Data Services)
A cross-database financial research platform and business intelligence tool providing access to business research databases.
Individual accounts for WRDS are available for faculty, doctoral students and research assistants within the University of Oxford, and faculty can request the setup of classroom accounts for teaching purposes.
Access: Click on Account Request to request an account setup. Please contact Research Support (firstname.lastname@example.org) with any enquiries.
ZEPHYR: Company information
A database of M&A, IPO and venture capital deals, with pan-European transactions dating back to 1997 and US deals from 2001.
You can find further resources on this theme by using on Databases A-Z or SOLO and subject guides.
Recommendations for additions to these lists are always welcome. Please email the Bodleian Data Library (email@example.com) with suggestions.