The CSMAR (China Stock Market & Accounting Research) research database system is jointly produced by GTA Information Technology Co. Ltd, the University of Hong Kong and the China Accounting and Finance Research Center of the Hong Kong Polytechnic University to meet the needs for China economic analysis and research by experts and scholars from universities and financial institutions. It integrates the 50 GTA major databases and consists of several parts, including Macroeconomics, China's Listed Companies, Stock Market, Bond Market and Banking.
XJTLU Library has subscribed to all databases from CSMAR's research database system (except Collaboration Data), and the Web version via WRDS is also available.
Access method: Access is provided through CSMAR System and WRDS Platform.
Concept： Analyst Estimates; ESG：Environment,Social,Governance; Financial Statements; Mergers & Acquisitions; Mutual Fund/ Hedge Fund/ ETF Returns; Ownership; Stock Prices
Region： China, US
New Functions Available :
Cross-table Query -- Free selection of 4000+variables from 200+ tables and 55+databases can be achieved by CSMAR [Cross table Query]. Users can quickly sort out the variables by searching keywords and easily locate the table source, which saves a lot of time in matching multiple tables, improves the efficiency of research and brings great convenience to researchers.
Python API -- To facilitate users to get data directly, CSMAR provides an API data interface for Python access. Users can call API function to set up Time setting (start time-end time), code screening (market, code classification, etc.), variables settings (select key variables), which is an easier method to handle far larger data queries and download faster. Using python to access CSMAR data improves the efficiency of empirical research effectively.
For detailed information, please read the User Guide below or find more related guide docunments via CSMAR Guide page and WRDS platform.