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/ http://irep.iium.edu.my/73546/ http://irep.iium.edu.my/73546/ http://irep.iium.edu.my/73546/1/2018%20A%20Network%20Analysis%20of%20the%20Stock%20Market%20in%20Malaysia.pdf

id	iium-73546
recordtype	eprints
spelling	iium-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
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
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/ http://irep.iium.edu.my/73546/ http://irep.iium.edu.my/73546/ http://irep.iium.edu.my/73546/1/2018%20A%20Network%20Analysis%20of%20the%20Stock%20Market%20in%20Malaysia.pdf
first_indexed	2023-09-18T21:44:16Z
last_indexed	2023-09-18T21:44:16Z
_version_	1777413345200046080

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

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