Minimal spanning tree for 100 companies in Bursa Malaysia

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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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Bibliographic Details
Main Authors:	Bahaludin, Hafizah, Abdullah, Mimi Hafizah, Mat Salleh, Supian
Format:	Proceeding Paper
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/38359/1/Binder2.pdf

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