Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST)
In this study, a financial network of stocks traded in Bursa Malaysia was constructed using a minimum spanning tree (MST) method. The network constructed focuses on the companies that are listed in the shariah-compliant measures degree, betweenness and closeness centrality were used to determine t...
| Main Authors: | , , |
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| Format: | Proceeding Paper |
| Language: | English English |
| Published: |
AIP Publishing
2019
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/74473/ http://irep.iium.edu.my/74473/8/74473%20Network%20Analysis%20of%20Shariah-compliant.pdf http://irep.iium.edu.my/74473/7/74473%20Network%20Analysis%20of%20Shariah-compliant%20SCOPUS.pdf |
| _version_ | 1848787966869110784 |
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| author | Mahamood, Fatin Nur Amirah Bahaludin, Hafizah Abdullah, Mimi Hafizah |
| author_facet | Mahamood, Fatin Nur Amirah Bahaludin, Hafizah Abdullah, Mimi Hafizah |
| author_sort | Mahamood, Fatin Nur Amirah |
| building | IIUM Repository |
| collection | Online Access |
| description | In this study, a financial network of stocks traded in Bursa Malaysia was constructed using a minimum spanning
tree (MST) method. The network constructed focuses on the companies that are listed in the shariah-compliant measures
degree, betweenness and closeness centrality were used to determine the most influential stock. The financial network helps
market participants by providing an overview of correlations of stocks and identifying the stocks that have major roles in
the market as well as presents as a platform for the design of investment tactics. |
| first_indexed | 2025-11-14T17:33:20Z |
| format | Proceeding Paper |
| id | iium-74473 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-14T17:33:20Z |
| publishDate | 2019 |
| publisher | AIP Publishing |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | iium-744732020-01-07T09:30:52Z http://irep.iium.edu.my/74473/ Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST) Mahamood, Fatin Nur Amirah Bahaludin, Hafizah Abdullah, Mimi Hafizah QA276 Mathematical Statistics In this study, a financial network of stocks traded in Bursa Malaysia was constructed using a minimum spanning tree (MST) method. The network constructed focuses on the companies that are listed in the shariah-compliant measures degree, betweenness and closeness centrality were used to determine the most influential stock. The financial network helps market participants by providing an overview of correlations of stocks and identifying the stocks that have major roles in the market as well as presents as a platform for the design of investment tactics. AIP Publishing 2019-08-21 Proceeding Paper PeerReviewed application/pdf en http://irep.iium.edu.my/74473/8/74473%20Network%20Analysis%20of%20Shariah-compliant.pdf application/pdf en http://irep.iium.edu.my/74473/7/74473%20Network%20Analysis%20of%20Shariah-compliant%20SCOPUS.pdf Mahamood, Fatin Nur Amirah and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST). In: The 4th Innovation and Analytics Conference & Exhibition (IACE 2019), 25th–28th March 2019, Sintok, Kedah. https://aip.scitation.org/doi/pdf/10.1063/1.5121093?class=pdf 10.1063/1.5121093 |
| spellingShingle | QA276 Mathematical Statistics Mahamood, Fatin Nur Amirah Bahaludin, Hafizah Abdullah, Mimi Hafizah Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST) |
| title | Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST) |
| title_full | Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST) |
| title_fullStr | Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST) |
| title_full_unstemmed | Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST) |
| title_short | Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST) |
| title_sort | network analysis of shariah-compliant stocks on bursa malaysia by using minimum spanning tree (mst) |
| topic | QA276 Mathematical Statistics |
| url | http://irep.iium.edu.my/74473/ http://irep.iium.edu.my/74473/ http://irep.iium.edu.my/74473/ http://irep.iium.edu.my/74473/8/74473%20Network%20Analysis%20of%20Shariah-compliant.pdf http://irep.iium.edu.my/74473/7/74473%20Network%20Analysis%20of%20Shariah-compliant%20SCOPUS.pdf |