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In this paper, we explore the physical-layer security in cooperative wireless networks with multiple relays where both amplify-and-forward (AF) and decode-and-forward (DF) protocols are considered. We propose the AF and DF based optimal relay selection (i.e., AFbORS and DFbORS) schemes to improve the wireless security against eavesdropping attack. For the purpose of comparison, we examine the traditional AFbORS and DFbORS schemes, denoted by T-AFbORS and T-DFbORS, respectively. We also investigate a so-called multiple relay combining (MRC) framework and present the traditional AF and DF based MRC schemes, called T-AFbMRC and T-DFbMRC, where multiple relays participate in forwarding the source signal to destination which then combines its received signals from the multiple relays. We derive closed-form intercept probability expressions of the proposed AFbORS and DFbORS (i.e., P-AFbORS and P-DFbORS) as well as the T-AFbORS, T-DFbORS, T-AFbMRC and T-DFbMRC schemes in the presence of eavesdropping attack. We further conduct an asymptotic intercept probability analysis to evaluate the diversity order performance of relay selection schemes and show that no matter which relaying protocol is considered (i.e., AF and DF), the traditional and proposed optimal relay selection approaches both achieve the diversity order M where M represents the number of relays. In addition, numerical results show that for both AF and DF protocols, the intercept probability performance of proposed optimal relay selection is strictly better than that of the traditional relay selection and multiple relay combining methods.