Intra‐Week Price Patterns in the Housing Market
Erling Røed Larsen
Scandinavian Journal of Economics, 2021, vol. 123, issue 1, 327-352
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.
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