Ryan--I agree that tickets are a great collectible. They are one of the few pieces of memorabilia that were actually at the venue when the event took place(whole tickets, at least for early events, were probably not). However, as an investment they also have negatives. First, they are generally not attractive. Second, and to me most significantly, for events that were known to be significant at the time(Jackie Robinson's first game, a World Series or All Star game, etc) there is no telling how many tickets are still to be found is private collections and scrapbooks. If the value of tickets gets to the point where there is a general public awareness then there will probably be plenty of "finds". For example, almost 27,000 people attended Jackie Robinson's first game. People knew it was a significant event in baseball history and a non-trivial number probably saved their program and or ticket stub.
NTW, I still casually collect tickets, but I will not spend any real money on them. I have tickets to Breanna Stewart's first WNBA game, but only because I was at the game and saved mine and my wife's.
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