This iron mined deep underground, known for its effectiveness against fey creatures, is forged at a lower temperature to preserve its delicate properties. Weapons made of cold iron cost twice as much to make as their normal counterparts. Also, any magical enhancements cost an additional 2,000 gp. For example, a +2 longsword made of cold iron would cost 10,330 gp, because the price doubles for the longsword itself (15 gp to 30 gp), the +2 enhancement bonus costs 8,000 gp, and enhancing cold iron costs an additional 2,000 gp. (The price includes 300 gp for the masterwork component.)
Items without metal parts cannot be made from cold iron. An arrow could be made of cold iron, but a quarterstaff could not.
A double weapon that has only half of it made of cold iron increases its cost by 50%. A two-bladed sword with one end of cold iron and the other end steel would cost 150 gp.
Cold iron has 30 hit points per inch of thickness and hardness 10.
Source: Dungeon Master’s Guide (Page 284)