A network structural analysis of Malaysian stock market with edge density constraint
The main study of this thesis is the topological properties of the Malaysian stock market correlation network. In the first part of this study, two sets of networks are constructed to respectively capture the fuctuation of stock prices during the bearish market period (June 2007 - May 2009) and bul...
Saved in:
Main Author: | Lam, Shi Xiang |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2013
|
Subjects: | |
Online Access: | http://psasir.upm.edu.my/id/eprint/41446/1/IPM%202013%202R.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Exploring the spatial and temporal distribution of dengue fever in Kuantan of east coast Peninsular Malaysia / Zulkifli Abdul Hadi
by: Abdul Hadi, Zulkifli
Published: (2022) -
A cointegration and causality analysis of the Malaysian stock market and the Singapore stock market /
by: Li, Kam Chiu
Published: (1995) -
International linkages of the ASEAN and developed stock markets : a multivariate garch approach /
by: Lee, Stan Shun Pinn
Published: (2013) -
The Malaysian Islamic stock market : a study on performance and the conditional capital asset pricing model /
by: Mohd Mahyudi bin Mohd Yusop
Published: (2008) -
A statistical measure of herding in stock markets /
by: Wong, Yoke Chen
Published: (2007)