Table 2 Data description.

From: The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets

Data

Abbreviation

Unit

Currency

Data source

SPDR S&P 500 ETF

SPY

Daily price

US Dollar

Barchart.com

iShares US Real Estate ETF

IYR

Daily price

US Dollar

Barchart.com

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