In studies of menstrual synchronization in groups of women, researchers have found that exposing the women to can cause the synchronization.

I believe the answer is: Pheromomone's in women's sweat

This study was first introduced by a researcher named Martha McClintock 1990s. But the evidence that backed this conclusion is deemed to be very weak by the majority of researchers on the similar field. Until this day, this theory still couldn't be accepted as a scientific standard to explain this phenomenon.