From whom did your ancestor purchase their property?
If your ancestor moved from Kentucky to Indiana, examine the person from whom he purchased the property in Indiana. He may have purchased the property from a relative – the relative sold part of his property so that your ancestor would have his own property.
Additionally, if your ancestor simply moved within the same state, from one county to another, examine the person from whom he purchased the property. You never know, the person could be family! In the following document, one can see that Squire Jones sold property to Daniel G. Burroughs. Squire Jones is my 5th-great-grandfather, and Daniel G. Burroughs adopted my 3rd-great-grandmother (Mary Ann Charlotte Cordelia Cole) – she married Squire’s grandson, Sylvester Jones. Now I know that Squire and Daniel knew each other as early as 1828!