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...

Full description

Bibliographic Details
Main Authors:	Bahaludin, Hafizah, Abdullah, Mimi Hafizah, Lam, Weng Siew, Lam, Weng Hoe
Format:	Article
Language:	English English
Published:	Horizon Research Publishing 2019
Subjects:	QA Mathematics
Online Access:	http://irep.iium.edu.my/77743/ http://irep.iium.edu.my/77743/ http://irep.iium.edu.my/77743/ http://irep.iium.edu.my/77743/1/2019%20Math%20and%20Stat%20The%20Investigation%20on%20the%20Impact%20of%20Financial%20Crisis%20on%20Bursa%20Malaysia.pdf http://irep.iium.edu.my/77743/7/77743_The%20investigation%20on%20the%20impact%20of%20financial_scopus.pdf

id	iium-77743
recordtype	eprints
spelling	iium-777432020-01-24T02:14:09Z http://irep.iium.edu.my/77743/ 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 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 cross-correlation as an input. The impact of the global financial crisis on the companies is evaluated using 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. Horizon Research Publishing 2019 Article PeerReviewed application/pdf en http://irep.iium.edu.my/77743/1/2019%20Math%20and%20Stat%20The%20Investigation%20on%20the%20Impact%20of%20Financial%20Crisis%20on%20Bursa%20Malaysia.pdf application/pdf en http://irep.iium.edu.my/77743/7/77743_The%20investigation%20on%20the%20impact%20of%20financial_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. Mathematics and Statistics, 7 (4A). pp. 1-8. ISSN 2332-2071 E-ISSN 2332-2144 http://www.hrpub.org/download/20190930/MS1-13490722.pdf 10.13189/ms.2019.070701
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
language	English English
topic	QA Mathematics
spellingShingle	QA Mathematics 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
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 cross-correlation as an input. The impact of the global financial crisis on the companies is evaluated using 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.
format	Article
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
title	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_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_sort	investigation on the impact of financial crisis on bursa malaysia using minimal spanning tree
publisher	Horizon Research Publishing
publishDate	2019
url	http://irep.iium.edu.my/77743/ http://irep.iium.edu.my/77743/ http://irep.iium.edu.my/77743/ http://irep.iium.edu.my/77743/1/2019%20Math%20and%20Stat%20The%20Investigation%20on%20the%20Impact%20of%20Financial%20Crisis%20on%20Bursa%20Malaysia.pdf http://irep.iium.edu.my/77743/7/77743_The%20investigation%20on%20the%20impact%20of%20financial_scopus.pdf
first_indexed	2023-09-18T21:49:38Z
last_indexed	2023-09-18T21:49:38Z
_version_	1777413682201886720

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

Similar Items