Financial Markets, Banking & Asset Pricing
Quantitative Finance & Accounting
Wharton School (UPenn)
Wharton Research Data Services (WRDS Academic Demos)
Empirical corporate finance, Event Studies (M&A impact on stock price), earnings surprise regressions.
📊 Overview
Platform: Wharton Research Data Services (WRDS Academic Demos)
Domain: Quantitative Finance & Accounting
Maintained by: Wharton School (UPenn)
📥 Access & Resources
Access and formats:
Web interface, SAS, R/Python
R wrapper package:
RPostgres
Python wrapper package:
wrds
🎯 Teaching & Analysis
Empirical corporate finance, Event Studies (M&A impact on stock price), earnings surprise regressions.
Use this dataset to
- Query financial and accounting databases with SQL
- Analyze CRSP, Compustat, and TAQ data
- Conduct event studies and earnings analyses
- Teach empirical corporate finance methods