The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree

In recent years, there has been a growing interest in financial network. The financial network helps to visualize the complex relationship between stocks traded in the market. This paper investigates the stock market network in Bursa Malaysia during the 2008 global financial crisis. The financial ne...

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Main Authors:	Bahaludin, Hafizah, Abdullah, Mimi Hafizah, Lam, Weng Siew, Lam, Weng Hoe
Format:	Conference or Workshop Item
Language:	English English English
Published:	2019
Subjects:	QA Mathematics QA276 Mathematical Statistics
Online Access:	http://irep.iium.edu.my/73562/ http://irep.iium.edu.my/73562/ http://irep.iium.edu.my/73562/7/73562%20The%20investigation%20on%20the%20Impact%20of%20financial%20crisis%20on%20Bursa%20Malaysia.pdf http://irep.iium.edu.my/73562/13/73562_The%20investigation%20on%20the%20impact%20of%20financial%20crisis%20on%20bursa%20malaysia%20using%20minimal%20spanning%20tree.pdf http://irep.iium.edu.my/73562/14/73562_The%20investigation%20on%20the%20impact%20of%20financial%20crisis%20on%20bursa%20malaysia%20using%20minimal%20spanning%20tree_Scopus.pdf

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spelling	iium-735622019-11-21T03:23:10Z http://irep.iium.edu.my/73562/ The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree Bahaludin, Hafizah Abdullah, Mimi Hafizah Lam, Weng Siew Lam, Weng Hoe QA Mathematics QA276 Mathematical Statistics In recent years, there has been a growing interest in financial network. The financial network helps to visualize the complex relationship between stocks traded in the market. This paper investigates the stock market network in Bursa Malaysia during the 2008 global financial crisis. The financial network is based on the top hundred companies listed on Bursa Malaysia. Minimal spanning tree (MST) is employed to construct the financial network and uses centrality measurements such as degree, betweenness, closeness and eigenvector centrality. The results indicate that there are some changes on the linkages between securities after the financial crisis, that can have some significant effect in investment decision making. 2019 Conference or Workshop Item NonPeerReviewed application/pdf en http://irep.iium.edu.my/73562/7/73562%20The%20investigation%20on%20the%20Impact%20of%20financial%20crisis%20on%20Bursa%20Malaysia.pdf application/pdf en http://irep.iium.edu.my/73562/13/73562_The%20investigation%20on%20the%20impact%20of%20financial%20crisis%20on%20bursa%20malaysia%20using%20minimal%20spanning%20tree.pdf application/pdf en http://irep.iium.edu.my/73562/14/73562_The%20investigation%20on%20the%20impact%20of%20financial%20crisis%20on%20bursa%20malaysia%20using%20minimal%20spanning%20tree_Scopus.pdf Bahaludin, Hafizah and Abdullah, Mimi Hafizah and Lam, Weng Siew and Lam, Weng Hoe (2019) The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree. In: The 4th International Conference on Computing, Mathematics and Statistics 2019, 23rd-24th April 2019, Pulau Langkawi, Kedah. (Unpublished) https://docs.wixstatic.com/ugd/9483e7_41056858027c49119a423a9b2c017d45.pdf
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
language	English English English
topic	QA Mathematics QA276 Mathematical Statistics
spellingShingle	QA Mathematics QA276 Mathematical Statistics Bahaludin, Hafizah Abdullah, Mimi Hafizah Lam, Weng Siew Lam, Weng Hoe The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
description	In recent years, there has been a growing interest in financial network. The financial network helps to visualize the complex relationship between stocks traded in the market. This paper investigates the stock market network in Bursa Malaysia during the 2008 global financial crisis. The financial network is based on the top hundred companies listed on Bursa Malaysia. Minimal spanning tree (MST) is employed to construct the financial network and uses centrality measurements such as degree, betweenness, closeness and eigenvector centrality. The results indicate that there are some changes on the linkages between securities after the financial crisis, that can have some significant effect in investment decision making.
format	Conference or Workshop Item
author	Bahaludin, Hafizah Abdullah, Mimi Hafizah Lam, Weng Siew Lam, Weng Hoe
author_facet	Bahaludin, Hafizah Abdullah, Mimi Hafizah Lam, Weng Siew Lam, Weng Hoe
author_sort	Bahaludin, Hafizah
title	The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
title_short	The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
title_full	The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
title_fullStr	The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
title_full_unstemmed	The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
title_sort	investigation on the impact of financial crisis on bursa malaysia using minimal spanning tree
publishDate	2019
url	http://irep.iium.edu.my/73562/ http://irep.iium.edu.my/73562/ http://irep.iium.edu.my/73562/7/73562%20The%20investigation%20on%20the%20Impact%20of%20financial%20crisis%20on%20Bursa%20Malaysia.pdf http://irep.iium.edu.my/73562/13/73562_The%20investigation%20on%20the%20impact%20of%20financial%20crisis%20on%20bursa%20malaysia%20using%20minimal%20spanning%20tree.pdf http://irep.iium.edu.my/73562/14/73562_The%20investigation%20on%20the%20impact%20of%20financial%20crisis%20on%20bursa%20malaysia%20using%20minimal%20spanning%20tree_Scopus.pdf
first_indexed	2023-09-18T21:44:18Z
last_indexed	2023-09-18T21:44:18Z
_version_	1777413346313633792

The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree

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