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 mar...
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/38359/ http://irep.iium.edu.my/38359/ http://irep.iium.edu.my/38359/1/Binder2.pdf |