Data for: Information content of funds from operation and net income in real estate investment trusts

Published: 11 Oct 2019 | Version 1 | DOI: 10.17632/4vfsd3s92v.1
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Description of this data

Data Description
‘raw.zip’ contains raw data which are used in the study.

  • ‘ff_factor’ is five factor return obtained from French’s website
  • ‘return_total’ is daily return of both REITs and non-REITs.
  • ‘used_reit_comp’ is raw COMPUSTAT data for REITs and ‘used_total_comp’ is raw COMPUSTAT data for non-REITs.

‘input.zip’ contains processed data.

  • ‘ann_ex_ret’ and ‘total_ann_ex_ret’ are three days cumulative abnormal return following earnings announcement for REITs and non-REITs, respectively.
  • ‘ann_raw_ret’ and ‘total_ann_raw_ret’ are three days cumulative raw return following earnings announcement for REITs and non-REITs, respectively.
  • ‘earnings’ and ‘total_earnings’ are earnings for REITs and non-REITs respectively.
  • ‘eps_ffo' and ‘total_eps_ffo' are ffo per share for REITs and non-REITs respectively.
  • ‘eps_ni' and ‘total_eps_ni' are ni per share for REITs and non-REITs respectively.
  • ‘ffo' and ‘total_ ffo' are ffo for REITs and non-REITs respectively.
  • ‘ni' and ‘total_ ni' are ni for REITs and non-REITs respectively.
  • ‘reit_atq_rank’ and ‘total_atq_rank’ are size rank based on total asset for REITs and non-REITs respectively.
  • ‘reit_rdq’ and ‘total_rdq’ are earnings announcement date for REITs and non-REITs respectively.
  • ‘sretq’ and ‘total_sret’ are gain or loss from sales of property for REITs and non-REITs respectively.
  • ‘depre’ and ‘total_depre’ are depreciation and amortization for REITs and non-REITs respectively.
  • ‘sue_ffo' and ‘total_sue_ffo' are standardized unexpected earnings for ffo for REITs and non-REITs respectively.
  • ‘sue_ni' and ‘total_sue_ni' are standardized unexpected earnings for ni for REITs and non-REITs respectively.
  • ‘sue_ffo_rank' and ‘total_sue_ffo_rank' are historical rank of standardized unexpected earnings for ffo for REITs and non-REITs respectively.
  • ‘sue_ni_rank' and ‘total_sue_ni_rank' are historical rank of standardized unexpected earnings for ffo for REITs and non-REITs respectively.

‘ziman.zip’ contains data from CRSP/Ziman database

Experiment data files

This data is associated with the following publication:

The information content of funds from operations and net income in real estate investment trusts

Published in: North American Journal of Economics and Finance

Latest version

  • Version 1

    2019-10-11

    Published: 2019-10-11

    DOI: 10.17632/4vfsd3s92v.1

    Cite this dataset

    Ryu, Doojin; Seok, Sangik; Cho, Hoon (2019), “Data for: Information content of funds from operation and net income in real estate investment trusts ”, Mendeley Data, v1 http://dx.doi.org/10.17632/4vfsd3s92v.1

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