Useful Links
Academic-related links
My adhoc write-up on Fatal or friendly fees? Unit trusts versus ETFs, Nov 2008
Which Finance PhD websites offer the most Information? (updated Jun 2016)
Top Finance Departments (ranked by Arizona State)
Links to forthcoming papers at these finance journals
Database-related links
Accessing WRDS
Tunnel connection to WRDS (solves dropped SAS connections)
Wrds Support page: Login to Wrds resources, some useful ones are:
Datastream/Worldscope Resources
900A.mac Static data macro (right click to save, do not open directly)
900B.mac Time-series macro (right click to save, do not open directly)
900Aloop.mac modified to get panel data from constituent lists (by Jia Chen)
900Bloop.mac 1-variable time series for thousands of dscodes (by Alvaro Taboada, Rose Liao)
Call macro to run multiple child macros (see zipped example)
SAS code to import/transpose 900B csv data (by Roger)
DS Windows Users Manual (pdf 208 pages, by Datastream)
How to clean up errors on Datastream (by Ince and Porter, 2006). Further filters in Appendix of Griffin, Nadari, and Kelly (2006). 2007 version has shorter appendix.
DS Windows Web Guide (by Princeton U., with macro guide)
Datastream Extranet (require registration to obtain password)
Worldscope Help File (right click to save, cannot be opened directly)
Worldscope Manual (pdf 449 pages, by Thomson)
Complete list of Datastream and Worldscope data items (6.5Mb xls)
Eikon/Datastream Guide (by SMU)
SDC Platinum
How to use SDC (pdf 6 Pages, by Roger)
Full Users Manual (pdf 102 Pages, by SDC)
Errors in SDC (by Alexander Ljungqvist)
SDC helpline: 1-888-989-8373