Ok so you think you hit pay dirt and found that one of a kind masterpiece that is gonna rake in millions! or not... But something that you can't find on EBay either active or completed searches. Here's what I do. Now there are paid services out there such as Terapeak and Hammertap, I have used those but find that the best research is free.
Once I have exhausted my efforts trying to find the item on EBay, and that means using as broad of search criteria as I could to even find something similar, I move on to Google. I love Google! First put in the search keywords the same way you would on eBay, just now you are searching the entire world wide web. Ok first place I look is under the shopping tab, this shows me any that may be for sale in other venues... can't search completed here but you can search the same way I taught you to do on EBay.
Still nothing? now go to images... see if something similar to yours comes up, if it does then you can go to where the picture is hosted and hopefully find more information, if not there's one last place to look... regular web search. It's very rare that I can find absolutely nothing on an item. There are usually little hints at least to how I can expand my search criteria to find an item... either by artist name, place of origin, or just a color or shape of the item.
If you still just can't find a thing, here's what I would do. These are the items I utilize EBay auction format for the most! List it, but not at a small starting price since you have no idea of value, list it high say around $99 or so, one of two things will happen, you will get no interest at all, that means no watchers and very low hit count... OR you hit pay dirt and you watch the bids come in and the watchers flock to it like crazy! These are sooooo fun!
If your item sells great! If not pick a price that earns you a respectable profit margin, list it as fixed price with best offer and see what happens.
Oh one last thing, in your item listing be sure and request that your viewers email you if they do happen to know anything about the piece, you would be surprised how many knowledgeable people will share what they know!