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

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 (Unpublished)

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Abstract

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.

Item Type:	Conference or Workshop Item (Invited Papers)
Additional Information:	9007/73562
Uncontrolled Keywords:	financial crisis, Bursa Malaysia, minimal spanning tree
Subjects:	Q Science > QA Mathematics Q Science > QA Mathematics > QA276 Mathematical Statistics
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Science Kulliyyah of Science > Department of Computational and Theoretical Sciences
Depositing User:	Ms Mimi Hafizah Abdullah
Date Deposited:	01 Aug 2019 12:21
Last Modified:	21 Nov 2019 11:23
URI:	http://irep.iium.edu.my/id/eprint/73562

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