Pacific-Basin Capital Markets Research Center (PACAP)

Databases

The PACAP Research Center creates, maintains, and distributes comprehensive, computerized databases which track capital markets data for eight Pacific-Basin countries on a continuous and systematic basis. The PACAP Databases contain extensive information on all listed companies from each country’s major stock exchange including: daily security prices and returns, capital distributions, financial statements, market indices and returns, and economic statistics. A common format is applied to all countries for ease of comparison. Consequently, the PACAP Databases are an extremely valuable source of information for academic research, teaching, portfolio management, and capital market development.

The PACAP Databases are a compilation of historical data beginning in 1975. Annual updates to the PACAP Databases provide the most current information for each country’s stock exchange-listed companies.

Many organizations have participated in the creation of the PACAP Databases. The stock exchanges and central banks from each nation have collaborated with the PACAP Research Center to create the Databases. Other participants include leading financial institutions from Japan and Korea who have contributed to the creation of their respective countries’ databases.

Technical Notes

The databases are provided in plain-text format on computer CDs. The database for each country contains the following:

File Contents
Company File One record per company: Company ID, Company Name, Industry Code, Industry Name, Date Established, Date Listed, First Date Data Available, Paid-In-Capital When Listed, Par Value, Current Section Code, Status of Company, Date of Status Change, Comments
Daily Exchange Rate File One record per trading day: Trading Date, Day of Week, Exchange Rate (Local Currency per US Dollar). Other exchange rates are included if the country’s source data is available.
Key Economic Statistics Files Exchange Rates, Interest Rates, Monetary Aggregates, Base Money and Reserves, Credit Market, Price Indicies and Deflators, Balance of Payments, National Income Accounts and Components, Government Budget, Population and Labor Market.

Depending on the availability of each country’s source data, this information will reflect either monthly, quarterly, or annual statistics.

Calendar File One Record per calendar day: Calendar Date, Day of Week, Trading Status of Stock Exchanges.
Financial Statements Files One record per company per year:

COMPANY INFORMATION – Company ID, Industry Code, Fiscal Year End, Months Covered, Currency;

BALANCE SHEET ITEMS – Cash, Bank Balances, Marketable, Securities, Accounts Receivable, Investments, Loans and Receivables, Inventories, Other Current Assets, Total Current Assets, Net Fixed Assets, Accumulated Depreciation, Total Assets, Accounts Payable, Deposits and Borrowing, Short-term Loans, Other Current Liabilities, Total Current Liabilities, Long-term Loans, Debentures, Total Liabilities, Other Long-term Liabilities, Capital Stock, Additional Paid-in-Capital, Retained Earnings, Total Stockholders’ Equity, Total Liabilities and Stockholders’ Equity;

INCOME STATEMENT ITEMS – Sales, Operating Revenue, Cost of Sales, Operating Expenses, Gross Profit, Selling and Administrative Expenses, Income from Operations, Other Revenues and Expenses, Income Tax, Extraordinary Gains or Losses, Net Income;

MARKET-RELATED DATA – Cash Dividends, Stock Dividends, Ending Price, Number of Shares Outstanding.
Supplementary items are included depending upon each country’s source data.

Capital Distributions File One record per company per stock type per distribution type: Company ID, Stock Type, Distribution Type, Announcement Date, Ex-Distribution Date, Payment Date, Amount, Subscription Price.
Monthly Market Returns File One record per month: Trading Month, Number of Trading Days in Month, Total Number of Shares Traded for All Stocks in Month, Total Number of Value Traded for All Stocks in Month, Equally-weighted Market Returns with Cash Dividends Reinvested, Equally-weighted Market Returns without Cash Dividends Reinvested, Value-weighted Market Returns with Cash Dividends Reinvested, Value-weighted Market Returns without Cash Dividends Reinvested, Number of Companies Included in Calculation, Market Capitalization.
Monthly Indices File One record per index type per month: Index Case, Trading Month, Index Name, First Index Value, Day of First Index Value, Highest Index Value, Lowest Index Value, Day of Lowest Index Value, Last Index Value, Day of Last Index Value.
Daily Market Returns File One record per trading day: Trading Date, Day of Week, Total Number of Shares Traded for All Stocks, Total Number of Value Traded for All Stocks, Equally-weighted Market Returns with Cash Dividends Reinvested, Equally-weighted Market Returns without Cash Dividends Reinvested, Value Weighted Returns with Cash Dividends Reinvested, Value Weighted Returns without Cash Dividends Reinvested, Number of Companies Included in Calculation.
Daily Indices File One record per index type per day: Index Code, Trading Date, Day of the Week, Index Value.
Monthly Stock Price and Returns File One record per company per trading month per stock type: Company ID, Stock Type, Trading Month, Section Code, Industry Code, Opening Price, Day of Opening Price, Closing Price, Day of Closing Price, Number of Shares Traded, Number of Shares Outstanding, Market Value, Number of Days Traded in Month, Cumulative Price Adjustment Factor, Return with Cash Dividends, Reinvested, Return without Cash Dividends Reinvested.
Daily Stock Price and Returns File One record per company per trading day per stock type: Company ID, Stock Type, Trading Date, Section Code, Day of Week, Industry Code, Opening Price, High Price, Low Price, Closing Price, Number of Shares Traded, Number of Shares Outstanding, Cumulative Price Adjustment Factor, Return with Cash Dividends Reinvested, Return without Cash Dividends Reinvested.

Copyright Pacific-Basin Capital Markets Research Center 2003
Questions? Feel free to slshen@uri.edu for more information.