A Network Analysis of the Stock Market in Malaysia, Singapore and Indonesia

  • Authors

    • Siti Nur Iqmal Ibrahim
    • Siti Aida Muhammad
    • Mimi Hafizah Abdullah
    https://doi.org/10.14419/ijet.v7i4.1.28234

    Received date: March 6, 2019

    Accepted date: March 6, 2019

    Published date: September 12, 2018

  • Stock market, Minimal spanning tree, Centrality measures.

  • Abstract

    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.

  • References

    1. 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, Singa-pore 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.

  • Downloads

  • How to Cite

    Nur Iqmal Ibrahim, S., Aida Muhammad, S., & Hafizah Abdullah, M. (2018). A Network Analysis of the Stock Market in Malaysia, Singapore and Indonesia. International Journal of Engineering and Technology, 7(4.1), 99-101. https://doi.org/10.14419/ijet.v7i4.1.28234