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...
| Main Authors: | , , , |
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| Format: | Proceeding Paper |
| Language: | English English English |
| Published: |
2019
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| Online Access: | 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 |
| _version_ | 1848787818757750784 |
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| 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 |
| building | IIUM Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T17:30:59Z |
| format | Proceeding Paper |
| id | iium-73562 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English English English |
| last_indexed | 2025-11-14T17:30:59Z |
| publishDate | 2019 |
| recordtype | eprints |
| repository_type | Digital Repository |
| 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 Proceeding Paper 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 |
| 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 |
| title | 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_short | 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 |
| topic | QA Mathematics QA276 Mathematical Statistics |
| 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 |