Bouzouki,
You can find the information you seek here:-
http://www.djindexes.com/mdsidx/?event=showReit
I don't know what it's going to tell you about next day trading of specific A-REITs though to be honest. Let's take VPG as an example.
Since the start of 2008, we've seen 5%+ upward shifts in the US REIT Index 33 times. VPG, in next day trading, was up 7 times, down 24 times and didn't move twice.
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