Global Real Estate Indices: Ten years of annual rents and yields for commercial properties for most of the major cities in the world developed by international property associates. Used in Case, Goetzmann and Roweunhorst.

Housing Price Indicies: Case-Shiller-Weiss maintain housing price indices by city. Karl Case and Bob Shiller have collected some on prices of houses, which show for a sample of homes that sold twice between 1970 and 1986 in each of four cities , Atlanta, Chicago, Dallas, and Oakland, the first sale price, second sale price, first sale date, and second sale date. Goetzmann and Spiegel have housing returns by zip code for California.

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