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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| Format: | Article |
| Language: | English |
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Science Publishing Corporation
2018
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| Online Access: | http://irep.iium.edu.my/73546/ http://irep.iium.edu.my/73546/1/2018%20A%20Network%20Analysis%20of%20the%20Stock%20Market%20in%20Malaysia.pdf |
| _version_ | 1848787816556789760 |
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| 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 |
| building | IIUM Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T17:30:57Z |
| format | Article |
| id | iium-73546 |
| institution | International Islamic University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T17:30:57Z |
| publishDate | 2018 |
| publisher | Science Publishing Corporation |
| recordtype | eprints |
| repository_type | Digital Repository |
| 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 |
| 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 |
| title | 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_short | 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 |
| topic | QA Mathematics |
| 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 |