A network structural analysis of Malaysian stock market with edge density constraint

QR Code

A network structural analysis of Malaysian stock market with edge density constraint

The main study of this thesis is the topological properties of the Malaysian stock market correlation network. In the first part of this study, two sets of networks are constructed to respectively capture the fuctuation of stock prices during the bearish market period (June 2007 - May 2009) and bul...

Full description

Bibliographic Details
Main Author:	Lam, Shi Xiang
Format:	Thesis
Language:	English
Published:	2013
Subjects:	Stock exchanges - Malaysia Network analysis (Planning) Correlation (Statistics)
Online Access:	http://psasir.upm.edu.my/id/eprint/41446/ http://psasir.upm.edu.my/id/eprint/41446/1/IPM%202013%202R.pdf

Similar Items

The weak-form efficiency of Chinese Stock Markets : thin trading, nonlinearity and episodic serial dependencies
by: Lim, Kian Ping, et al.
Published: (2009)

Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)

Is Kuala Lumpur Stock Exchange an Emerging Market?
by: Narayanan, Subramani
Published: (1997)

Panel regression method to analyse the stock market returns due to Covid-19 / Nur Mardziah Aziz Jaafar and Noraini Noordin
by: Aziz Jaafar, Nur Mardziah, et al.
Published: (2021)

Risk and Return Analysis of Stocks Listed on the Kuala Lumpur Stock Exchange's (KLSE) Second Board
by: Ismail, Ahmad Zairin
Published: (1997)

Detection of Rational Speculative Bubbles in the Malaysian Stock Market
by: Mokhtar, Suraya Hanim
Published: (2006)

Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
by: Erfanian, Azadeh
Published: (2015)

The Day-Of-The-Week Effects as Observed at the Kuala Lumpur Stock Exchange and Their Implications on the Efficient Market Hypothesis
by: Khairon, Rosli
Published: (1999)

Impact of foreign exchange currencies towards Malaysian stock market (Kuala Lumpur composite index) / Wan Mohd Nursyakirin Wan Mohd Tarmizi
by: Wan Mohd Tarmizi, Wan Mohd Nursyakirin
Published: (2017)

Study on the Lead and Lag Relationship Between the Kuala Lumpur Stock Exchange Composite Index Futures Contract and its Underlying Kuala Lumpur Stock Exchange Composite Index
by: Abdullah, Mahdhir
Published: (2001)

The determinants of stock market return (KLCI) in Malaysia / Nor Hidayah Mazlan
by: Mazlan, Nor Hidayah
Published: (2015)

The Application of Robust Multicollinearity Diagnostic Method Based on Robust Coefficient Determination to a Non-Collinear Data.
by: Midi, Habshah, et al.
Published: (2010)

The impact of new information regime on the Jakarta stock exchange.
by: Nelmida, ., et al.
Published: (2009)

Co-movement and performance of conventional and Islamic stock markets in selected countries
by: Sahabuddin, Mohammad
Published: (2020)

A new estimator and its performance / Ng Set Foong, Low Heng Chin and Quah Soon Hoe
by: Ng, Set Foong, et al.
Published: (2009)

Modelling of surface air temperature elements: integration of multiple regression model and spatial interpolation technique / Fariza Yunus
by: Yunus, Fariza
Published: (2014)

Random walk hypothesis: an application in the emerging stock markets / Nurul Izzati Abdul Hamid
by: Abdul Hamid, Nurul Izzati
Published: (2018)

Dynamic Linkages of Asian Emerging Stock Markets: An Analysis of the Pre- and Post-liberalization Era
by: Sarmidi, Tamat
Published: (1998)

Mutual complement between statistical and neural network approaches for rock magnetism data analysis
by: Guo, W., et al.
Published: (2009)

Corporate governance disclosure and earnings quality: study on companies listed on the ASEAN star financial times stock exchange (FTSE) / Robick Faliana and Wiwik Utami
by: Faliana, Robick, et al.
Published: (2021)

Examining the impact of structural breaks on long memory of stock returns: evidence from Bombay stock exchange of India long memory / Anju Bala and Kapil Gupta
by: Bala, Anju, et al.
Published: (2020)

The relationship between currency and stock price in four Asian currencies / Noor Izzatul Liana Mohamed
by: Mohamed, Noor Izzatul Liana
Published: (2010)

Asian stocks soar
Published: (2008)

The theoretical impact of the listing of syariah-approved stocks on stock price and trading volume.
by: Carl B. , McGowan Jr, et al.
Published: (2010)

Longitudinal data analysis using nonparametric regression model
by: Ibrahim, Noor Akma, et al.
Published: (2009)

Market Efficiency in the Kuala Lumpur Stock Exchange: Further Evidence Using Garch Model
by: Aru Bol, Victoria Samuel
Published: (2001)

Conceptual Metaphors in Stock Market Reports in the Malaysian Business Times
by: Tengku Mahmood, Tengku Farah Petri
Published: (2010)

The Efficient Market Hypothesis and the Thinly Traded Kuala Lumpur Stock Exchange: Tests with Appropriate Refinements
by: Md Nassir, Annuar
Published: (1991)

The effect of oil price to stock market in Europe countries (Bulgaria, Estonia, Hungary, Romania) / Nur Azwani Mohd Kamal
by: Mohd Kamal, Nur Azwani
Published: (2010)

The effect of exchange rate towards stock markets in Bursa Malaysia / Abidah Suparlan
by: Suparlan, Abidah
Published: (2011)

Determinants of stock market return in retail industry (Parkson Holdings Berhad) / Nur Liyana Abu Shah and Nur Elisa Shaharullah
by: Abu Shah, Nur Liyana, et al.
Published: (2019)

Determination of Arbitrage Pricing Factors in the Malaysian Stock Market
by: Zakaria, Azhar
Published: (2006)

Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
by: Choo, Wei Chong
Published: (1998)

A study on the relationship between money supply and stock market in Malaysia / Norotiny Harun
by: Harun, Norotiny
Published: (2010)

Interdependence of selected stock market in Southeast Asia / Amirul Naim Azmi
by: Azmi, Amirul Naim
Published: (2020)

Effects of financial leverage on stock returns in Bursa Malaysia
by: Lau, Wei Theng
Published: (2016)

Association between disclosure quality and stock return with the moderating effects of corporate governance practices and ownership structure in Malaysia
by: Mohamad Anwar, Nazratul Aina
Published: (2015)

The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
by: Nordin, Norfaziela
Published: (2015)

The evaluation of spatial risk factors for leptospirosis outbreak using GIS application / Ahmad Afiq Hassan and Khairul Nizam Tahar
by: Hassan, Ahmad Afiq, et al.
Published: (2014)

Dynamic co-movement and spillover between the stock market and the foreign exchange market in ASEAN-5
by: Te, Kai Shuan
Published: (2022)