Browsing 03 Faculty of Business and Economics by Author "Adaoğlu, Cahit (Supervisor)"

Now showing items 1-3 of 3

Earnings per Share Forecasting: Accuracy of Random Walk and Random Walk with Drift Models

Klayme, Abdallah Joseph (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2021-09)

The research aims to compare the forecasting power for earning per share (EPS) using two models, namely the random walk model and the random walk with drift model. The study uses historical EPS data of three companies ...
Investor Protection and Dividend Policy: The Case of Islamic and Conventional Banks

Athari, Seyed Alireza (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2016-08)

This study examines the dividend policy behavior of Islamic and conventional banks operating in Arab markets. I examine countries included in Gulf Cooperation Council and Middle East and North Africa. These banks operate ...
A Synergistic Forecasting Model for High-Frequency Foreign Exchange Data: Statistical Significance, Economic Significance and Trading Strategies

Ebrahimijam, Saeed (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2018)

In this thesis, we develop a synergistic forecasting model using the information fusion approach. By using high frequency (one-minute) foreign exchange (FX) data, the model fuses two standalone models, namely the ...