 Bank performance on the stock market during Covid-19Aleksandrina Pancheva
Scientific Conference of the Department of General Economic Theory, 2022, issue 1, 287-295 Abstract: Since the world financial and economic crisis banks are subject to constant pressure, resulting from new legislation, processes of digitalization, the FinTech companies' entry, etc., that lead to changes in the traditional business models and market behavior. And while the institutions are trying to achieve optimum in the traditional financial performance, determined by the profitability and efficiency, surprisingly for all, the world faced a new challenge – Covid-19. The sector transformation has been accelerated yet again by the new change driver in order to hold back cost, to keep sustainability and market performance, as well as the traditional financial stability. Are the banks' efforts neutralizing the market contractions during Covid-19, and are they succeeding in holding their market performance in the limits of "the new normal"? Keywords: Bank performance; Bank stock price; Market contraction; Covid-19 (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:vrn:oitcon:y:2022:i:1:p:287-295 Access Statistics for this article Scientific Conference of the Department of General Economic Theory is currently edited by Kaloyan Kolev More articles in Scientific Conference of the Department of General Economic Theory from University of Economics - Varna Contact information at EDIRC. |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.