The aim of this study is to analyze and compare the abnormal earnings announcement returns of «green» and «non-green» U.S. REITs from 2010 to 2017. We focus on the impact of financial analysts’ forecast accuracy, market-level uncertainty, REIT-level uncertainty and synchronicity. First, we document the coverage, the accuracy and the bias of financial analysts’ earnings forecasts (ffo) on «green» and «non-green» REITs. Our results report that the level of accuracy and the level of optimism are statistically different for these two categories. Second, we observe that abnormal stock returns, abnormal trading volume and abnormal volatility may be related to «greenness» and synchronicity.  Our results shed a new light on the link between the concept of «greenness» and the level of information on stock markets.