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Covid-19 Data Manipulation and Reaction of Stock Markets

Author

Listed:
  • Monika Bolek

    (University of Lodz)

  • Cezary Bolek

    (University of Lodz)

Abstract

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.

Suggested Citation

  • Monika Bolek & Cezary Bolek, 2024. "Covid-19 Data Manipulation and Reaction of Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 137-164, March.
    • Handle: RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09409-8
    DOI: 10.1007/s10690-023-09409-8
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    More about this item

    Keywords

    Covid-19 cases; Market rates of return; Correlation;
    All these keywords.

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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