Database Creation

Paucity of reliable data is a serious challenge in emerging markets research. It makes datasets creation an important activity for CAF. In 2010-11, we have put together two special databases that will make new and pathbreaking research in several important areas possible.
Database on finance, growth and inequality
It is a database of 182 countries for the period 1950 to 2009. This is the most comprehensive database on finance, inequality and growth, and extends all existing database. Our database combines the information on income and inequality contained in the UNU-WIDER data set and the Human Development Report published by UNDP; the World Bank database on financial development, and databases on legal, institutional and political variables compiled by different researchers in their respective fields of work. This database has the potential of facilitating research not only in finance, inequality and growth, but in many other subjects like gender equality, poverty, political systems, and government policy.
Databases on orders and trades in Indian capital markets
The National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE) are the two most significant stock exchanges in India and between them are responsible for the vast majority of share transactions. Both NSE and BSE have provided CAF with a comprehensive database of all the stocks traded on the exchange for a period of time.
National Stock Exchange (NSE) trades database
Specifically, NSE transactions database contains the complete trading records of all stocks that traded on the exchange between January 1, 2005 and June 30, 2006. The most significant characteristic of the data set is that it comes at the transaction level which identifies both counter parties (buyer and seller) in a transaction, unlike all other existing data sets which have information only on one side (buy or sell). The data set contains about a billion trading records (about two billion records if one considers buys and sells separately) carried out by over three million distinct investors.
Bombay Stock Exchange (BSE) trades database
Similarly, the BSE database contains the complete trading records of all stocks that traded on the exchange between January 1, 2005 and December 30, 2010. The data set contains about 5 billion trading records (about 10 billion records if one considers buys and sells separately) carried out by over three million distinct investors. These are perhaps the most comprehensive data sets that exist in the world today on trading behaviour, and addresses the problems of representativeness and missing information that plague existing data sets. Until now empirical evidence on the various hypotheses about trading behaviour of different classes of investors has come from analysing the actions of participants in the more developed and sophisticated markets like the USA and Finland. Verification of these findings with evidence obtained from emerging economies can make a significant contribution to our understanding of the investor behaviour across the world.
Farmers’ loan account database
CAF also has data on detailed account information from one of the public sector banks of around 25000 farmers. The data consists of every transaction made through the loan accounts of farmers. This data is unique and none of the empirical works on similar domain have used such a detailed data set.
UNIDO’s Industrial Statistics Database
The INDSTAT2 2010 ISIC Rev. 3 database contains data for the period from 1963 to2007 for 162 countries (except for Index numbers of industrial production, which may have data up to 2008). The data are arranged at the 2-digit level of the International Standard Industrial Classification of All Economic Activities (ISIC) Revision 3 pertaining to the manufacturing sector, which comprises 23 industries. The database combines historical time series data derived from INDSTAT3 ISIC Rev. 2 with those of recent years derived from INDSTAT4 ISIC Rev. 3.The database contains annual time-series data on the following items: Number of establishments, Employment, Wages and salaries, Output, Value added, Gross fixed capital formation, Number of female employees, Index numbers of industrial production.
Debt Recovery Tribunal (DRT) Database
The database contains annual data for the period from 1988 to 2009 for about 9059 companies and their subsidiaries. The time series data is available for the key financial statement items like Assets, Sales, Borrowings, Amortisation and Depreciation, Interest paid, etc. The database is provided by ICICI bank Ltd and contains the information about various aspects of bank loan services See symbols folder such as client’s loan account, collateral, repayments, sanction details etc. This database can be used for research related to loan accounts.