The center for Big Data in Finance (BIGFI) seeks to generate a fundamentally new understanding of finance based on the rapid increase in available data combined with the revolution in data science and computing power.

This website contains an overview of our data, which falls into different categories:

  1. Original BIGFI data
    1. Equity data from the paper “Is There a Replication Crisis in Finance?”
    2. Corporate bond data from the “Corporate Bond Factors: Replication Failures and a New Framework”
    3. ESG data from “In Search of the True Greenium”
    4. Implied costs of capital (ICC) from “In Search of the True Greenium”
  2. Other warehoused data, that is, data stored on our server
  3. A list of all commercial data that we subscribe to
  4. Unique Danish data
  5. A list of external data, that is, interesting data sets collected by other researchers

The website also includes helpful instructions and videos on how to access the data.

For questions and comments, please contact our data manager, Peter Raahauge.