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ICF HOME
ABOUT THE CENTER
RESEARCH AT THE ICF
NEWS
CALENDAR & RESOURCES
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REAL ESTATE, ART AND MISCELLANEOUS RESEARCH DATA SOURCES
Global Real Estate Indicies
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. Please contact William Goetzmann if you are interested in the data.
Housing Price Indicies
Case-Shiller-Weiss maintains housing price indices by city. Karl Case and Bob Shiller have collected housing price data in four cities (Atlanta, Chicago, Dallas, and Oakland) for a sample of homes that sold twice between 1970 and 1986. They collected 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.
Art Auction Data
A database of art prices. Contact William Goetzmann about its potential use if interested.
EVENTUS
Eventus provides user control over estimation periods and cumulative return windows, a choice of raw, comparison period mean adjusted, market adjusted or market model abnormal returns. Simple statements allow the researcher to run a complete event study, from reading the CRSP stock database to print results, with a program as short of as four lines. Available remotely via WRDS.
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