|
The PACAP Research Center creates, maintains, and distributes comprehensive, computerized databases which track capital markets data for eight Pacific-Basin countries (namely Hong Kong, Indonesia, Japan, Korea, Malaysia, Singapore, Taiwan and Thailand) on a continuous and systematic basis. The PACAP Databases contain extensive information on all listed companies from each country's major stock exchange including: daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics. A common format is applied to all countries for ease of comparison. Consequently, the PACAP Databases are an extremely valuable source of information for academic research, teaching, portfolio management, and capital market development.
The PACAP Databases are a compilation of historical data beginning in 1975. Annual updates to the PACAP Databases provide the most current information for each country's stock exchange-listed companies.
The twelve files included in each country's Databases are:
- Company File
- Daily Exchange Rate File
- Key Economic Statistics Files
- Calendar File
- Financial Statements Files
- Capital Distributions File
|
- Monthly Market Returns File
- Monthly Indices File
- Daily Market Returns File
- Daily Indices File
- Monthly Stock Price and Returns File
- Daily Stock Price and Returns File
|
For further details on PACAP, please refer to http://www.cba.uri.edu/PACAP/
How does one access the data?
Staff and Students can map to the L:\Drive i.e. map to the Financial Database server to get the data.
You can request for a WRDS account to access the data on the internet.
Sample Programs
The PACAP dataset comes with a set of FORTRAN and SAS sample retrieval programs for each country. They are located in the sub-directory: L:\VARIOUS_DATABASES\PACAP\PROGRAM . Separate sets of programs are available for each country. For example, the sample programs for the Malaysia dataset is available in L:\VARIOUS_DATABASES\PACAP\PROGRAM\MALAYSIA . However, these programs need slight modifications to run from your own system.
Please note that you will not be able to make any changes to any of the files on "L" drive as they are marked 'read only'. To modify the program files, you need to copy the FORTRAN/SAS programs to your PC hard drive and make the necessary changes.
User Manual
You may access the electronic copy of the user manual located at L:\VARIOUS_DATABASES\PACAP\Pacap User Guide\*.* .
The hardcopy of the PACAP User Guide is also available for loan from the Financial Database Resource Centre.
|