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

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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Bibliographic Details
Main Authors: Sharif, Shamshuritawati (Author), Djauhari, Maman Abdurachman (Author)
Format: Article
Language:English
Published: Canadian Center of Science and Education, 2012-09.
Subjects:
HG Finance
QA Mathematics
Online Access:Get fulltext
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100 1 0 |a Sharif, Shamshuritawati  |e author 
700 1 0 |a Djauhari, Maman Abdurachman  |e author 
245 0 0 |a A proposed centrality measure: the case of stocks traded at Bursa Malaysia 
260 |b Canadian Center of Science and Education,   |c 2012-09. 
856 |z Get fulltext  |u http://eprints.utm.my/id/eprint/32772/1/MamanAbdurachmanDjauhari2012_AProposedCentralityMeasure.pdf 
520 |a 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. 
546 |a en 
650 0 4 |a HG Finance 
650 0 4 |a QA Mathematics 

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