Reutter, Michael; Weizsacker, Jakob Von; Westermann, Frank - In: Applied Financial Economics 12 (2002) 11, pp. 765-769
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...
