WRDS Research

The WRDS Research page is intended to help you get started with your research using WRDS data. The WRDS Research Applications, SAS macros, research guides, and sample programs will assist you in replicating well-known empirical papers and can serve as a starting point in your own original research.

Highlighted Applications

Merging CRSP and Compustat Data

This overview provides a guide to merge data from the CRSP and Compustat datasets at the securities level.

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Fama-French Factors (Python)

Based on the SAS based research application, this Python code replicates Fama and French's (1993) methodology to construct size and value factors.

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Ways to Research

A summary of all the resources at WRDS that help link a company or person in one database with the same company or person in another database.

Introductions to databases written by WRDS.  Overviews complement vendor manuals by discussing WRDS-specific aspects and research concerns.

Short programs in multiple languages that illustrate common tasks for each database.

Research Applications