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

QR Code

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...

Full description

Bibliographic Details
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/73546/1/2018%20A%20Network%20Analysis%20of%20the%20Stock%20Market%20in%20Malaysia.pdf

Similar Items

Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST)
by: Mahamood, Fatin Nur Amirah, et al.
Published: (2019)

Is Stock Market Crash Predictable? The Case Study of Stock Markets in Malaysia, Indonesia, Korea and Singapore
by: Ng, Ho Keng
Published: (2008)

A network analysis of shariah-compliant stocks across global financial crisis: a case of Malaysia
by: Mahamood, Fatin Nur Amirah, et al.
Published: (2019)

Neural network models with different input: An application on stock market forecasting
by: Ang, A., et al.
Published: (2025)

A minimum spanning tree stock market analysis of Malaysia technology companies
by: Puteri Nur Qistina Megat Zulrushdi,, et al.
Published: (2024)

A minimum spanning tree stock market analysis of Malaysia technology companies
by: Zulrushdi, Puteri Nur Qistina Megat, et al.
Published: (2024)

Modelling The Impact Of Us Stock Market On Asean Countries Stock Markets.
by: Ismail, Mohd Tahir
Published: (2009)

An empirical analysis on dividend investing and value investing in malaysia stock market
by: Koh, Sin Yin
Published: (2022)

The international stock market interdependence between Malaysia, Singapore and Indonesia / Mohd Farhan Jafri
by: Jafri, Mohd Farhan
Published: (2009)

Trading frequency and implied transaction costs of options: evidence from the Australian index option market
by: Abdullah, Mimi Hafizah, et al.
Published: (2010)

The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market
by: Abdullah, Mimi Hafizah, et al.
Published: (2010)

Performance of selected imputation techniques for missing variances in meta-analysis
by: Nik Idris, Nik Ruzni, et al.
Published: (2013)

Calendar Anomalies in the Singapore and Chinese Stock Markets
by: Zhao, Jingkun
Published: (2014)

Effectiveness of Technical Indicators in Singapore Stock Market
by: Zhao, Yuanyuan
Published: (2007)

Empirical Study On Anomalies Of Singapore Stock Market
by: Sim, Meng Hwee Andrew
Published: (2006)

The Effects of Environmental Regulation on the Singapore Stock Market
by: Pham, H., et al.
Published: (2019)

The interdependencies of stock market based on Small Capital Index in Southeast Asia: Singapore, Thailand, Indonesia and Vietnam to Malaysian Stock Market / Rushaniza Ruslan
by: Ruslan, Rushaniza
Published: (2015)

Asset allocation using option-implied moments
by: Bahaludin, Hafizah, et al.
Published: (2017)

Implied adjusted volatility functions: Empirical evidence from Australian index option market
by: Harun, Hanani Farhah, et al.
Published: (2015)

Peta pasaran saham Malaysia = A map of Malaysian share market
by: Bahaludin, Hafizah, et al.
Published: (2013)

Fit and forecasting Indonesia banking stock price during Covid-19 pandemic based on logistic differential equation system
by: Noviantri, Viska, et al.
Published: (2023)

How rewarding is technical analysis? evidence from Singapore stock market
by: Wong, W., et al.
Published: (2003)

An Empirical Study of the Presidential Elections Effect on Stock Market in Taiwan, South Korea, Singapore, Philippine, and Indonesia
by: Liu, Ling-Fang
Published: (2007)

A study on the effects of different levels of data on the overall meta-analysis estimates
by: Nik Idris, Nik Ruzni, et al.
Published: (2015)

The role of an option-implied distribution in improving as asset allocation model
by: Bahaludin, Hafizah, et al.
Published: (2020)

The development of a risk-neutral density estimation method
by: Bahaludin, Hafizah, et al.
Published: (2016)

The development of a risk-neutral density estimation method
by: Bahaludin, Hafizah, et al.
Published: (2016)

Empirical estimation of risk-neutral density from option prices
by: Bahaludin, Hafizah, et al.
Published: (2016)

Comparison of volatility function technique for risk-neutral densities estimation.
by: Abdullah, Mimi Hafizah, et al.
Published: (2016)

Estimation of option-implied risk-neutral into real-world density by using calibration function
by: Bahaludin, Hafizah, et al.
Published: (2016)

Comparison of volatility function technique for risk-neutral densities estimation
by: Bahaludin, Hafizah, et al.
Published: (2017)

Estimation of option-implied risk-neutral into real-world density by using calibration function
by: Bahaludin, Hafizah, et al.
Published: (2017)

Performance of GARCH models in forecasting stock market volatility.
by: Choo, Wei Chong, et al.
Published: (1999)

The Causal Relationship Between Stock Markets: Awavelet Transform-Based Approach
by: Ahmed Dghais, Amel Abdoullah
Published: (2016)

Minimal spanning tree for 100 companies in Bursa Malaysia
by: Bahaludin, Hafizah, et al.
Published: (2015)

Quantitative precipitation analysis and offline gui using neural network system
by: Siti Nursyuhada, Mahsahirun
Published: (2009)

Implied adjusted volatility functions: empirical evidence from Australian index option market
by: Harun, Hanani Farhah, et al.
Published: (2014)

A study of different statistical analysis methods to monitor the stock prices
by: Lee, Mary Gion Ein
Published: (2019)

Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
by: Audu, Buba
Published: (2017)

A Study Of Structure Breaks In Amman Stocks Market By Using Wavelet Transform.
by: Al Wadi, S., et al.
Published: (2009)