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...

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Main Authors:	Bahaludin, Hafizah, Abdullah, Mimi Hafizah, Mat Salleh, Supian
Format:	Conference or Workshop Item
Language:	English
Published:	2014
Subjects:	HA Statistics HG4501 Stocks, investment, speculation QA Mathematics
Online Access:	http://irep.iium.edu.my/38359/ http://irep.iium.edu.my/38359/ http://irep.iium.edu.my/38359/1/Binder2.pdf

id	iium-38359
recordtype	eprints
spelling	iium-383592019-10-07T01:21:49Z http://irep.iium.edu.my/38359/ Minimal spanning tree for 100 companies in Bursa Malaysia Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian HA Statistics HG4501 Stocks, investment, speculation 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. 2014 Conference or Workshop Item NonPeerReviewed application/pdf en http://irep.iium.edu.my/38359/1/Binder2.pdf Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Mat Salleh, Supian (2014) Minimal spanning tree for 100 companies in Bursa Malaysia. In: The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II) , 12th -14th August 2014, Kuantan, Pahang. (Unpublished) http://ism2.ump.edu.my/index.php/schedule-for-invited-and-contributed-sessions
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
language	English
topic	HA Statistics HG4501 Stocks, investment, speculation QA Mathematics
spellingShingle	HA Statistics HG4501 Stocks, investment, speculation QA Mathematics Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian Minimal spanning tree for 100 companies in Bursa Malaysia
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.
format	Conference or Workshop Item
author	Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian
author_facet	Bahaludin, Hafizah Abdullah, Mimi Hafizah Mat Salleh, Supian
author_sort	Bahaludin, Hafizah
title	Minimal spanning tree for 100 companies in Bursa Malaysia
title_short	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_sort	minimal spanning tree for 100 companies in bursa malaysia
publishDate	2014
url	http://irep.iium.edu.my/38359/ http://irep.iium.edu.my/38359/ http://irep.iium.edu.my/38359/1/Binder2.pdf
first_indexed	2023-09-18T20:55:06Z
last_indexed	2023-09-18T20:55:06Z
_version_	1777410251353489408

Minimal spanning tree for 100 companies in Bursa Malaysia

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