A network structural analysis of Malaysian stock market with edge density constraint
The main study of this thesis is the topological properties of the Malaysian stock market correlation network. In the first part of this study, two sets of networks are constructed to respectively capture the fuctuation of stock prices during the bearish market period (June 2007 - May 2009) and bul...
Main Author: | Lam, Shi Xiang |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2013
|
Subjects: | |
Online Access: | http://psasir.upm.edu.my/id/eprint/41446/1/IPM%202013%202R.pdf |
Similar Items
-
Detection of Rational Speculative Bubbles in the Malaysian Stock Market
by: Mokhtar, Suraya Hanim
Published: (2006) -
Conceptual Metaphors in Stock Market Reports in the Malaysian Business Times
by: Tengku Mahmood, Tengku Farah Petri
Published: (2010) -
Improved particle swarm optimization for fuzzy based stock market turning points prediction /
by: Chawalsak Phetchanchai, 1964- , author, et al.
Published: (2013) -
Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
by: Zakaria, Azhar
Published: (2006) -
Improved particle swarm optimization for fuzzy based stock market turning points prediction [electronic resource /
by: Chawalsak Phetchanchai, 1964-
Published: (2013)