(CNN) -- Three women died after a stampede at a night club in Hungary's capital, state media reported.
People inside the West Balkan club rushed toward the exits when the music suddenly stopped during an event Saturday night, witnesses told Hungary's official MTI news agency.
According to MTI, event sponsor Noise Night Life said the stampede happened after someone shouted, "knifing!" But a police investigation had not turned up any evidence of a stabbing, MTI reported.
Police said they were investigating whether the number of people inside the club exceeded the legal capacity, and a district mayor said the club had failed to get a permit for the event, the news agency reported Sunday.
About 2,500 people were in the club when panic broke out, MTI said.
A statement on the club's website expressed condolences to the victims' families and said the club would be closed for three days. The club's managers told MTI that they had rented out the club to Noise Night Life for the event.