CRSP/Ziman Real Estate Database data is delivered via the Cloud utilizing MOVEit Managed File Transfer cloud software.
Why are the values of Concentration Ratio (conratio) and Herfindahl-Hirschman Index (hhi) the same for the equal-weighted and value-weighted indexes in CRSP/Ziman Real Estate Data Series?
Concentration ratio (conratio) and Herfindahl Hirschman Index (hhi) are not dependent on the weighting of the stocks in a portfolio. They are dependent on the market cap of the different REITS that are eligible for the portfolio. The EW and VW indexes are created from the same universe of stocks, so the conratio and hhi values are the same.
User guide for a database which includes REIT Indexes and REIT market data starting in 1980 with indexes based on REIT type, property type and property sub-type
Discover supported platforms for accessing CRSP data, including our Windows interface, flat file formats, command line tools and programming libraries, and several third-party partnerships
Monthly, quarterly & annual release notes
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