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

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...

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Main Authors: Sharif, Shamshuritawati, Djauhari, Maman Abdurachman
Format: Article
Language:English
Published: Canadian Center of Science and Education 2012
Subjects:
HG Finance
Online Access:http://repo.uum.edu.my/12535/1/19528-68235-1-PB.pdf
http://repo.uum.edu.my/12535/
http://dx.doi.org/10.5539/mas.v6n10p62
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spelling my.uum.repo.125352014-11-04T09:01:27Z http://repo.uum.edu.my/12535/ A proposed centrality measure: The case of stocks traded at Bursa Malaysia Sharif, Shamshuritawati Djauhari, Maman Abdurachman HG Finance 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. Canadian Center of Science and Education 2012 Article PeerReviewed application/pdf en http://repo.uum.edu.my/12535/1/19528-68235-1-PB.pdf 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 http://dx.doi.org/10.5539/mas.v6n10p62 doi:10.5539/mas.v6n10p62
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic HG Finance
spellingShingle HG Finance
Sharif, Shamshuritawati
Djauhari, Maman Abdurachman
A proposed centrality measure: The case of stocks traded at Bursa Malaysia
description 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.
format Article
author Sharif, Shamshuritawati
Djauhari, Maman Abdurachman
author_facet Sharif, Shamshuritawati
Djauhari, Maman Abdurachman
author_sort Sharif, Shamshuritawati
title A proposed centrality measure: The case of stocks traded at Bursa Malaysia
title_short A proposed centrality measure: The case of stocks traded at Bursa Malaysia
title_full A proposed centrality measure: The case of stocks traded at Bursa Malaysia
title_fullStr A proposed centrality measure: The case of stocks traded at Bursa Malaysia
title_full_unstemmed A proposed centrality measure: The case of stocks traded at Bursa Malaysia
title_sort proposed centrality measure: the case of stocks traded at bursa malaysia
publisher Canadian Center of Science and Education
publishDate 2012
url http://repo.uum.edu.my/12535/1/19528-68235-1-PB.pdf
http://repo.uum.edu.my/12535/
http://dx.doi.org/10.5539/mas.v6n10p62
_version_ 1644280937144385536
score 13.160551

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