Universiti Teknologi Malaysia Institutional Repository

A proposed centrality measure: the case of stocks traded at Bursa Malaysia

Sharif, Shamshuritawati and Djauhari, Maman Abdurachman (2012) A proposed centrality measure: the case of stocks traded at Bursa Malaysia. Modern Applied Science, 6 (10). pp. 62-69. ISSN 1913-1844(Print); 1913-1852(Electronic)

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Official URL: http://dx.doi.org/10.5539/mas.v6n10p62

Abstract

In this paper we propose the average of weights of all links adjacent to each stock as a centrality measure. This measure, besides the traditional centrality measures such as degree centrality, betwenness centrality, closeness centrality and eigenvector centrality will be helpful in interpreting the network topology of stocks markets. A case study of 90 stocks market traded at Bursa Malaysia will be presented and discussed to illustrate the advantage of the proposed measure.

Item Type:Article
Uncontrolled Keywords:Kruskal algorithm, Minimum spanning tree
Subjects:H Social Sciences > HG Finance
Q Science > QA Mathematics
Divisions:Science
ID Code:32772
Deposited By: Fazli Masari
Deposited On:15 Jul 2013 15:27
Last Modified:30 Nov 2018 14:31

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