Minimal spanning tree for 100 companies in Bursa Malaysia
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 m...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
American Institute of Physics
2015
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/49443/1/Minimal_spanning_tree_for_100_companies_in_Bursa_Malaysia.pdf |
| _version_ | 1825649531280162816 |
|---|---|
| author | Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian |
| author_facet | Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian |
| author_sort | Bahaludin, Hafizah |
| collection | IIUM |
| description | 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. |
| first_indexed | 2024-03-05T23:48:55Z |
| format | Article |
| id | oai:generic.eprints.org:49443 |
| institution | International Islamic University Malaysia |
| language | English |
| last_indexed | 2024-03-05T23:48:55Z |
| publishDate | 2015 |
| publisher | American Institute of Physics |
| record_format | dspace |
| spelling | oai:generic.eprints.org:494432019-10-07T01:17:57Z http://irep.iium.edu.my/49443/ Minimal spanning tree for 100 companies in Bursa Malaysia Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian QA Mathematics 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. American Institute of Physics 2015-02-03 Article PeerReviewed application/pdf en http://irep.iium.edu.my/49443/1/Minimal_spanning_tree_for_100_companies_in_Bursa_Malaysia.pdf Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Mat Salleh, Supian (2015) Minimal spanning tree for 100 companies in Bursa Malaysia. AIP Conference Proceedings, 1643. pp. 609-615. ISSN 0094-243X E-ISSN 1551-7616 http://scitation.aip.org/content/aip/proceeding/aipcp/10.1063/1.4907501 http://dx.doi.org/10.1063/1.4907501 |
| spellingShingle | QA Mathematics Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian Minimal spanning tree for 100 companies in Bursa Malaysia |
| title | Minimal spanning tree for 100 companies in Bursa Malaysia |
| title_full | Minimal spanning tree for 100 companies in Bursa Malaysia |
| title_fullStr | Minimal spanning tree for 100 companies in Bursa Malaysia |
| title_full_unstemmed | Minimal spanning tree for 100 companies in Bursa Malaysia |
| title_short | Minimal spanning tree for 100 companies in Bursa Malaysia |
| title_sort | minimal spanning tree for 100 companies in bursa malaysia |
| topic | QA Mathematics |
| url | http://irep.iium.edu.my/49443/1/Minimal_spanning_tree_for_100_companies_in_Bursa_Malaysia.pdf |
| work_keys_str_mv | AT bahaludinhafizah minimalspanningtreefor100companiesinbursamalaysia AT abdullahmimihafizah minimalspanningtreefor100companiesinbursamalaysia AT matsallehsupian minimalspanningtreefor100companiesinbursamalaysia |