The CRSP/Ziman Real Estate Data Series
The CRSP/Ziman Real Estate Data Series represents a collaborative effort between the Richard S. Ziman Center for Real Estate at the UCLA Anderson School of Management and The Center for Research in Security Prices at the University of Chicago.
The REIT data series is a unique research resource whose development merges CRSP’s experience in academic-quality financial database and indices creation with the Ziman Center’s expertise in real estate markets and the collection of real estate data.
Combining stock price and returns data with carefully researched information regarding the population, characteristics, and history of REITs, the CRSP/Ziman database provides firm-specific information and indices essential to analyses involving this important asset class.
Daily and monthly indices are computed with both equal- and value-weighting for subsets defined by type of REIT and the types of properties predominately held by equity REITs. This new database includes several qualitative measures detailing market capitalizations, concentrations, and changes in index composition. These are particularly important for evaluating the information in thinly populated index series which were common during the 1980s.
By providing this information on all REITs that have traded on the three primary exchanges since 1980, the CRSP/Ziman Real Estate Data Series allows for time-series and events studies, measurement of performance, accurate benchmarking, and in-depth analysis of the individual securities.
CLICK HERE FOR THE CRSP/ZIMAN REAL ESTATE DATA SERIES GUIDE AND RELEASE NOTES >>
Key Features include:
- Includes all REITs that have traded on the NYSE, Amex, and NASDAQ exchanges since 1980
- Contains series of indices based on all REITs and subsets of REITs based on REIT type and property type
- Contains underlying individual security information for the indices
- Includes qualitative measures important for evaluating information in thinly populated index series
- Identifies changes in REIT status for the universe of publicly-traded REITs
- Delivery: annually or monthly depending on research requirements on a CD
Unique Aspects:
Indices:
- Daily and monthly are available; Equal and value weighted
- REIT and property type
- Herfindahl-Hirschman Index & Concentration Ratios
Individual Securities:
- CRSP Permanent Identifier
- Name, price, share count, and return information
- REIT type, property type information
- Identification of changes in REIT status for publicly traded REIT universe
450+ REITs: equity, mortgage and hybrid
For additional information on the CRSP/Ziman Real Estate Data Series, please contact subscriptions@crsp.ChicagoBooth.edu or call Subscriptions at 312-263-6400.