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A network analysis of the stock market in Malaysia, Singapore and Indonesia

In this study, we investigate the stock market network among the stocks traded in Malaysia, Singapore and Indonesia using the minimal spanning tree approach. Based on the market capitalization, the monthly adjusted closing prices from 2016 until 2017 of 10 companies for each stock market are chosen...

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Main Authors: Ibrahim, Siti Nur Iqmal, Muhammad, Siti Aida, Abdullah, Mimi Hafizah
Format: Article
Language:English
Published: Science Publishing Corporation 2018
Subjects:
QA Mathematics
Online Access:http://irep.iium.edu.my/73546/1/2018%20A%20Network%20Analysis%20of%20the%20Stock%20Market%20in%20Malaysia.pdf
http://irep.iium.edu.my/73546/
https://www.sciencepubco.com/index.php/ijet/article/view/28234
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spelling my.iium.irep.735462019-08-01T06:59:15Z http://irep.iium.edu.my/73546/ A network analysis of the stock market in Malaysia, Singapore and Indonesia Ibrahim, Siti Nur Iqmal Muhammad, Siti Aida Abdullah, Mimi Hafizah QA Mathematics In this study, we investigate the stock market network among the stocks traded in Malaysia, Singapore and Indonesia using the minimal spanning tree approach. Based on the market capitalization, the monthly adjusted closing prices from 2016 until 2017 of 10 companies for each stock market are chosen to construct the network, and the most influential stocks between Malaysia, Singapore and Indonesia stock markets are identified. Findings of this study show that 3 out of 30 companies are identified as the most influential in the Malaysia, Singapore and Indonesia stock market. Science Publishing Corporation 2018 Article PeerReviewed application/pdf en http://irep.iium.edu.my/73546/1/2018%20A%20Network%20Analysis%20of%20the%20Stock%20Market%20in%20Malaysia.pdf Ibrahim, Siti Nur Iqmal and Muhammad, Siti Aida and Abdullah, Mimi Hafizah (2018) A network analysis of the stock market in Malaysia, Singapore and Indonesia. International Journal of Engineering & Technology, 7 (4.1). pp. 99-101. ISSN 2227-524X https://www.sciencepubco.com/index.php/ijet/article/view/28234 10.14419/ijet.v7i4.1.28234
institution Universiti Islam Antarabangsa Malaysia
building IIUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider International Islamic University Malaysia
content_source IIUM Repository (IREP)
url_provider http://irep.iium.edu.my/
language English
topic QA Mathematics
spellingShingle QA Mathematics
Ibrahim, Siti Nur Iqmal
Muhammad, Siti Aida
Abdullah, Mimi Hafizah
A network analysis of the stock market in Malaysia, Singapore and Indonesia
description In this study, we investigate the stock market network among the stocks traded in Malaysia, Singapore and Indonesia using the minimal spanning tree approach. Based on the market capitalization, the monthly adjusted closing prices from 2016 until 2017 of 10 companies for each stock market are chosen to construct the network, and the most influential stocks between Malaysia, Singapore and Indonesia stock markets are identified. Findings of this study show that 3 out of 30 companies are identified as the most influential in the Malaysia, Singapore and Indonesia stock market.
format Article
author Ibrahim, Siti Nur Iqmal
Muhammad, Siti Aida
Abdullah, Mimi Hafizah
author_facet Ibrahim, Siti Nur Iqmal
Muhammad, Siti Aida
Abdullah, Mimi Hafizah
author_sort Ibrahim, Siti Nur Iqmal
title A network analysis of the stock market in Malaysia, Singapore and Indonesia
title_short A network analysis of the stock market in Malaysia, Singapore and Indonesia
title_full A network analysis of the stock market in Malaysia, Singapore and Indonesia
title_fullStr A network analysis of the stock market in Malaysia, Singapore and Indonesia
title_full_unstemmed A network analysis of the stock market in Malaysia, Singapore and Indonesia
title_sort network analysis of the stock market in malaysia, singapore and indonesia
publisher Science Publishing Corporation
publishDate 2018
url http://irep.iium.edu.my/73546/1/2018%20A%20Network%20Analysis%20of%20the%20Stock%20Market%20in%20Malaysia.pdf
http://irep.iium.edu.my/73546/
https://www.sciencepubco.com/index.php/ijet/article/view/28234
_version_ 1643620341409382400
score 13.211869

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