Library News

New product: MSRB data through WRDS

The IESE Library now has access to MSRB data through Wharton Research Data Services (WRDS).

The Municipal Securities Rulemaking Board's (MSRB) municipal market trade data are available to support the study of recent and historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions.

FEATURES

As the primary regulator of the $3.7 trillion municipal securities market, the MSRB collects and makes trades publicly available through its Electronic Municipal Market Access (EMMA®) website.
The trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities, special tax districts, and other municipalities.

BENEFITS

• Identify the date and time of every municipal securities trade, including settlement and maturity dates
• Obtain description of each security—the name of the issuer, unique identifier, etc.
• Access the price, yield and interest rate of the security
• Identify principal amount of the bonds traded
• Coverage from 2005

How to access to MSRB data?

Access campus-wide and off campus, from the Databases page. You need to obtain your WRDS account.