Focus on REITS
The CRSP/Ziman REIT Data Series represents a collaborative effort between the UCLA Ziman Center for Real Estate and The Center for Research in Security Prices. The REIT data series is a unique resource which merges CRSP's experience in research-quality financial databases and index creation with the Ziman Center's expertise in real estate markets and the collection of real estate data. Read more about the data here.
Recent work by Gallimore, Hansz, Prombutr, and Zhang examines both long-term cointegrative and short-term causal relations among seven real estate sectors, explores the causes of cointegrative disequilibrium and discusses implications for real estate portfolio strategy. The CRSP/Ziman REIT Data Series underpins their research Long-term Cointegrative and Short-term Causal Relations among U.S. Real Estate Sectors.