{"title":"Covid-19数据操纵与股市反应","authors":"Monika Bolek, Cezary Bolek","doi":"10.1007/s10690-023-09409-8","DOIUrl":null,"url":null,"abstract":"<div><p>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.</p></div>","PeriodicalId":54095,"journal":{"name":"Asia-Pacific Financial Markets","volume":"31 1","pages":"137 - 164"},"PeriodicalIF":2.5000,"publicationDate":"2023-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10690-023-09409-8.pdf","citationCount":"0","resultStr":"{\"title\":\"Covid-19 Data Manipulation and Reaction of Stock Markets\",\"authors\":\"Monika Bolek, Cezary Bolek\",\"doi\":\"10.1007/s10690-023-09409-8\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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.</p></div>\",\"PeriodicalId\":54095,\"journal\":{\"name\":\"Asia-Pacific Financial Markets\",\"volume\":\"31 1\",\"pages\":\"137 - 164\"},\"PeriodicalIF\":2.5000,\"publicationDate\":\"2023-06-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://link.springer.com/content/pdf/10.1007/s10690-023-09409-8.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Asia-Pacific Financial Markets\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://link.springer.com/article/10.1007/s10690-023-09409-8\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"ECONOMICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Asia-Pacific Financial Markets","FirstCategoryId":"1085","ListUrlMain":"https://link.springer.com/article/10.1007/s10690-023-09409-8","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"ECONOMICS","Score":null,"Total":0}
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-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.
期刊介绍：
The current remarkable growth in the Asia-Pacific financial markets is certain to continue. These markets are expected to play a further important role in the world capital markets for investment and risk management. In accordance with this development, Asia-Pacific Financial Markets (formerly Financial Engineering and the Japanese Markets), the official journal of the Japanese Association of Financial Econometrics and Engineering (JAFEE), is expected to provide an international forum for researchers and practitioners in academia, industry, and government, who engage in empirical and/or theoretical research into the financial markets. We invite submission of quality papers on all aspects of finance and financial engineering.
Here we interpret the term ''financial engineering'' broadly enough to cover such topics as financial time series, portfolio analysis, global asset allocation, trading strategy for investment, optimization methods, macro monetary economic analysis and pricing models for various financial assets including derivatives We stress that purely theoretical papers, as well as empirical studies that use Asia-Pacific market data, are welcome.
Officially cited as: Asia-Pac Financ Markets
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