Intra‐Week Price Patterns in the Housing Market*
研究了挪威住房市场中特定城市周内不同日期的售价差异，发现售价在某些日子更高，且与公开看房日的频率模式相关。
Abstract In this paper, I demonstrate the existence of city‐specific intra‐week price patterns in the Norwegian housing market. I use a data set with exact sell dates to show that sell prices are higher on certain days. Using ask prices and observations on repeat sales in fixed‐effect models, I seek to control for composition effects and unobserved heterogeneity. The intra‐week price patterns are shown to be associated with patterns in the frequency of public‐showing days. I argue that the findings are consistent with optimizing agents acting on new information.