The 1929 Wall Street Crash began in October. The New York Stock Exchange suffered a dramatic loss of confidence after years of rising share prices, widespread speculation, and buying stocks with borrowed money. Black Thursday occurred on October 24, 1929, when heavy selling pressured the market and financiers attempted to restore confidence by buying selected shares.
The effort did not end the crisis. Selling intensified on Black Monday, October 28, and Black Tuesday, October 29. The Dow Jones Industrial Average fell sharply across those sessions, although the wider economic effects developed over a longer period. The crash is commonly associated with the start of the Great Depression, but historians describe the relationship as complex rather than a single-cause chain.
October is the answer because all three famous panic sessions occurred during that month. The crash did not happen on one day, and the later bear market continued into 1932.