A gap analysis to identify the outlier of stocks traded at Bursa Malaysia
In stock networks analysis, the influential stocks is usually identified by using minimal spanning tree (MST) to filter the important information followed by the centrality measures analysis.In this paper, we introduce an analysis to identify the stocks that might have different behaviour compared t...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2012
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/12678/1/06396529.pdf |
| Summary: | In stock networks analysis, the influential stocks is usually identified by using minimal spanning tree (MST) to filter the important information followed by the centrality measures analysis.In this paper, we introduce an analysis to identify the stocks that might have different behaviour compared to the others. Like the centrality measures analysis, this analysis is also conducted based on MST. A case study on stock networks at KLSE will be reported and discussed. |
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