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...
Main Authors: | Ibrahim, Siti Nur Iqmal, Muhammad, Siti Aida, Abdullah, Mimi Hafizah |
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Format: | Article |
Language: | English |
Published: |
Science Publishing Corporation
2018
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Subjects: | |
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 |
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