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SeptemBear – A seasonality puzzle in the German stock index DAX

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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

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