A fresh report has claimed that Baines has told Everton he wishes to leave for Manchester United while it has also been suggested the Old Trafford club are lining up a £38million bid for him and Fellaini.
Martinez said: "There are so many stories and I hope the authorities will look into it.
"It is a circus when the transfer window is open and the games are going on.
"If the competitive games weren't going on I could sit with you here and talk about transfer targets.
"At the moment I really feel for the game. We are concentrating on rumours too much. There is nothing to tell. If there is anything to tell we will tell our fans."
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