Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST)

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Mahamood, Fatin Nur Amirah, Bahaludin, Hafizah, Abdullah, Mimi Hafizah
Format:	Proceeding Paper
Language:	English English
Published:	AIP Publishing 2019
Subjects:	QA276 Mathematical Statistics
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

Similar Items

The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
by: Bahaludin, Hafizah, et al.
Published: (2019)

A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia
by: Mahamood, Fatin Nur Amirah, et al.
Published: (2019)

Minimal spanning tree for 100 companies in Bursa Malaysia
by: Bahaludin, Hafizah, et al.
Published: (2014)

The role of option-implied information in improving a portfolio selection
by: Abdullah, Mimi Hafizah, et al.
Published: (2020)

The role of an option-implied distribution in improving as asset allocation model
by: Bahaludin, Hafizah, et al.
Published: (2020)

Centrality Measures for Shariah-Compliant Securities Listed On Bursa Malaysia
by: Hafizah, Bahaludin, et al.
Published: (2023)

Minimal spanning tree for 100 companies in Bursa Malaysia
by: Bahaludin, Hafizah, et al.
Published: (2015)

Empirical performance of a model-free volatility against the different option strike size discreteness
by: Harun, Hanani Farhah, et al.
Published: (2019)

Evaluation on the financial performance of the companies in Malaysia with Zmijewski model
by: Lam, Weng Siew, et al.
Published: (2019)

A minimum spanning tree stock market analysis of Malaysia technology companies
by: Puteri Nur Qistina Megat Zulrushdi,, et al.
Published: (2024)

A minimum spanning tree stock market analysis of Malaysia technology companies
by: Zulrushdi, Puteri Nur Qistina Megat, et al.
Published: (2024)

Predicting the predictor's variables of survival time for oral cancer with decision tree analysis
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2018)

The investigation on the impact of financial crisis on Bursa Malaysia using minimal spanning tree
by: Bahaludin, Hafizah, et al.
Published: (2019)

Using decision tree and response surface methodology to review chronic periodontitis profile in Pakistan: A preliminary case study
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2018)

Empirical performance of a model-free volatility against the different option strike size discreteness
by: Harun, Hanani Farhah, et al.
Published: (2018)

The performance of higher moments estimators: an empirical study
by: Harun, Hanani Farhah, et al.
Published: (2019)

Analysing Malaysian technology sector during COVID-19: a minimum spanning tree approach
by: Bahaludin, Hafizah, et al.
Published: (2024)

Modeling of survival time of oral squamous cell carcinomas (OSCC) in Hospital Universiti Sains Malaysia using multilayer feedforward neural network
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2018)

Application of one-way ANOVA in completely randomized experiments
by: Wahid, Zaharah, et al.
Published: (2018)

Parametric model based on imputations techniques for partly interval censored data
by: Zyoud, Abdallah, et al.
Published: (2017)

Sugar level modeling among Kelantanese using structure equation techniques: a case study
by: Mat Yudin, Zainab, et al.
Published: (2018)

JMASM39: Algorithm for combining robust and bootstrap in multiple linear model regression
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2016)

JMASM41: An alternative method for multiple linear model regression modeling, a technical combining of robust, bootstrap and fuzzy approach (SAS)
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2016)

JMASM37: Simple Response Surface Methodology Using RSREG (SAS)
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2016)

Sample size calculations made easy using G*Power
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2018)

Generation of elementary gates and Bell's states using controlled adiabatic evolutions
by: Benmachiche, Abderrahim, et al.
Published: (2019)

Modified zero inflated poisson regression analysis and its application to public health data
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2019)

Quadratic estimating functions for Nbingarch model
by: Mohamed, Ibrahim, et al.
Published: (2019)

Cox's model for prison partly interval censored data
by: Ahmedi, Shaikha, et al.
Published: (2020)

Regression analysis of masked competing risks data under cumulative incidence function framework
by: Yousif, Yosra, et al.
Published: (2020)

A Bayesian approach to competing risks model with masked causes of failure and incomplete failure times
by: Yousif, Yosra, et al.
Published: (2020)

Proving the eficiency of Alternative Linear regression Model Based on Mean Square Error (MSE) and average width using aquaculture data
by: Awang Nawi, Mohamad Arif, et al.
Published: (2019)

Multidimensional minimal spanning tree: the bursa Malaysia
by: Lim San Yee, San Yee, et al.
Published: (2018)

Statistical analysis using SPSS Version 24
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2019)

Categorical data analysis using SPSS for periodontology
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2019)

Statistical modeling via bootstrapping and weighted techniques based on variances
by: Wan Ahmad, Wan Muhamad Amir, et al.
Published: (2018)

A survey on building safety after completing the construction process in Malaysia using statistical approach
by: Zamri, Nurnadiah, et al.
Published: (2017)

Comparison between fuzzy bootstrap weighted multiple linear regression and multiple linear regression: a case study for oral cancer modelling
by: Mohd Ibrahim, Mohamad Shafiq, et al.
Published: (2018)

Introduction to design of experiments
by: Wahid, Zaharah
Published: (2018)

Basic concepts in biostatistics with step by step in SPSS
by: Aleng, Nor Azlida, et al.
Published: (2019)