Are online data entry jobs a myth?

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I had a few friends who recently got spammed after paying up some fees for some global data entry programs. And worse, sites that promised a refund virtually disappeared the moment they paid up. When my friends checked the sites again, they said there was nothing to it at all, and they couldnt get their money back. I nearly fell for it myself, but after discussing with them, I was pretty convinced that real online data entry jobs probably do not exist. I dont know, but what do you think? Any recommendations?