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.

中文翻译：

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住房市场周内价格模式*

在本文中，我演示了挪威住房市场中特定于城市的周内价格模式的存在。我使用具有确切卖出日期的数据集来显示某些天的卖出价格更高。利用要价和对固定效应模型中重复销售的观察，我试图控制成分效应和未观察到的异质性。周内价格模式显示为与公开展示日的频率模式相关。我认为这些发现与优化作用于新信息的主体是一致的。