| Summary: | This paper investigates the stock market network among the stocks traded in Bursa Malaysia by using minimal
spanning tree (MST) techniques. The daily closing prices from 2011 until 2013 of 100 companies based on market
capitalization are chosen to construct the network. By constructing the stock market network, the most influential stocks in Malaysian stock market are identified by employing the centrality measurements which are degree, betweenness and closeness. The findings of this study ascertain that from the 100 companies studied, four companies are identified as the most influential in the Malaysian stock market.
|
|---|