If you are experiencing problems downloading PDF or HTML fulltext, our helpdesk recommend clearing your browser cache and trying again. If you need help in clearing your cache, please click here . Still need help? Email help@ingentaconnect.com

SeptemBear – A seasonality puzzle in the German stock index DAX

$54.78 plus tax (Refund Policy)

Buy Article:

Abstract:

The September performance of the DAX (German stock market index) was found to be below average in the period from 1959–1999. This finding is shown to be robust to several changes in the empirical specification. None of the variables under consideration – elections, risk premia and German unification – were able to resolve this puzzle.

Document Type: Research Article

DOI: http://dx.doi.org/10.1080/09603100110037504

Publication date: November 1, 2002

More about this publication?
Related content

Share Content

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
X
Cookie Policy
ingentaconnect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more