Covid-19 Data Manipulation and Reaction of Stock Markets

The influence of Covid-19 pandemic crisis on rates of return is analyzed in this paper in the light of possible data manipulation related to reporting systems provided by the administration in the USA, Turkey and Poland. The study used various methods of analyzing the relationship of a discrete, non...

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Veröffentlicht in:	Asia-Pacific financial markets 2024-03, Vol.31 (1), p.137-164
Hauptverfasser:	Bolek, Monika, Bolek, Cezary
Format:	Artikel
Sprache:	eng
Schlagworte:	COVID-19 Disease control Econometrics Economic Theory/Quantitative Economics/Mathematical Methods Economics and Finance Efficient markets Finance Hypotheses International Economics Investments Investors Macroeconomics/Monetary Economics//Financial Economics Original Research Pandemics Patient safety Political appointments Rates of return Securities markets Stock exchanges
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Beschreibung
Zusammenfassung:	The influence of Covid-19 pandemic crisis on rates of return is analyzed in this paper in the light of possible data manipulation related to reporting systems provided by the administration in the USA, Turkey and Poland. The study used various methods of analyzing the relationship of a discrete, non-discrete and dichotomous data nature between the studied variables. As a result, the strongest reaction of the market was observed in Turkey followed by the USA and Poland. It can be concluded that the reaction of the surveyed markets was influenced by the data manipulations. The added value of the article is related to the use of various methods to study phenomena and detect the impact of data manipulation on the markets.
ISSN:	1387-2834 1573-6946
DOI:	10.1007/s10690-023-09409-8