For my master thesis I'd like to retrieve accounting data of publicly listed firms in emerging markets, for example price-to-book ratio. Finally, I want to create the well-known common factor portfolios with fundamental risk factors (factor investing, Fama-French, you name it...).
Before I start digging in the datastream and learn from the scratch how to download such data, I would be happy to know beforehand if Thomson Datastream actually provides what I'm looking for.
I checked Bloomberg Terminal already but that one is clearly inclined towards market data. When I analyzed the book values for Russian public firms between 2000 and 2016 (monthly, quarterly and semi-annually), for example, I found that some firms have complete time series and many others not, among which were some of the biggest and most relevant firms in the Russian market. Moreover, WRDS seems to have an emerging market databank but again without accounting values.
Thanks in advance for your help!