NZ Share Market database
NZ Share Market Database (Dead link)
- NZ share prices
- dividends and issues from 1967
- Daily prices from 1982
- volume, high, low from 1987
- tick by tick data from 1989
Annual, quarterly and/or monthly time series of international macroeconomic data supplied by the IMF on CD-ROM.
Morgan Stanley indexes
Daily and monthly market indexes for developed and emerging markets, 1980-1996.
NYSE TAQ data
Trade and quote data from the New York Stock Exchange for 1994 and 1996 on CDs.
Department Datasets (Dead link)
Data including Morgan Stanley Indexes, exchange rates and interest rates is available from a secure web page.
New Zealand listed company financial accounts based on company annual reports up to 1999.
SIRCA (Securities Industry Research Centre of Asia-Pacific)
The University is an affiliate member of SIRCA and receives SIRCA's core research data of Australian share market data. Contact the department if you are interested in using this data.
CRSP (Center for Research in Security Prices)
CRSP is a database of daily US share price data from 1962 onwards. The library subscribes to this.
CRSP also have introductory power point presentations on their website.
Eventus: Alternative tools for reading CRSP
Eventus is an alternative tool available to read CRSP data (although it is not restricted to CRSP) and to run event studies. It uses SAS macros and so requires SAS but operates as a "front end" so can be used by someone with limited knowledge of SAS. The University has a site licence for Eventus.
Compustat is a database of company financial information produced by Standard & Poor's. It contains the latest 20 years annual data for US companies and an international database (Global) containing 10 years annual data for companies from a large number of countries.