Swedish House of Finance National Research Data Centre

The SHoF Research Data Center is funded by the Swedish government through Vinnova and the Swedish private financial sector. 

The initiative provides access to several types of data such as daily asset pricing data, high frequency asset pricing data, accounting data, sustainable economics data, and insurance data.

The data sets are available for the academic community only.

The databases are:

• Fama French Factors: The three-factor model (market, size, value), improves on the traditional CAPM model by explaining a larger fraction of long-term expected return variations.
• FinBas: Financial data such as daily end-of-day stock price data, corporate actions and fundamentals from the Nordic Stock Exchanges, MTF’s and OTC markets.
• Historical Archives: Annual Reports for companies listed at the Stockholm Stock Exchange 1912 to 1978, the official stock lists from Stockholm Stock Exchange 1912-2007.
• NASDAQ HFT: contains all messages (orders, cancellations and trades) sent and received to the Stockholm Stock Exchange matching engine.
• Nordic Compass, SHOF’s ESG Database: Contains ESG data on publicly traded Nordic companies
• PAtLink: Matching file between patent- and trademark information and organization information