Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Financial factor influence on scaling and memory of trading volume in
  stock market   We study the daily trading volume volatility of 17,197 stocks in the U.S.
stock markets during the period 1989--2008 and analyze the time return
intervals $\tau$ between volume volatilities above a given threshold q. For
different thresholds q, the probability density function P_q(\tau) scales with
mean interval <\tau> as P_q(\tau)=<\tau>^{-1}f(\tau/<\tau>) and the tails of
the scaling function can be well approximated by a power-law f(x)~x^{-\gamma}.
We also study the relation between the form of the distribution function
P_q(\tau) and several financial factors: stock lifetime, market capitalization,
volume, and trading value. We find a systematic tendency of P_q(\tau)
associated with these factors, suggesting a multi-scaling feature in the volume
return intervals. We analyze the conditional probability P_q(\tau|\tau_0) for
$\tau$ following a certain interval \tau_0, and find that P_q(\tau|\tau_0)
depends on \tau_0 such that immediately following a short/long return interval
a second short/long return interval tends to occur. We also find indications
that there is a long-term correlation in the daily volume volatility. We
compare our results to those found earlier for price volatility.

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The categories of this paper are: quant-ph
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The categories of this paper are: cond-mat
33
The categories of this paper are: plasm-ph
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The categories of this paper are: chao-dyn
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The categories of this paper are: hep-ex
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
35
The categories of this paper are: mtrl-th
2
The categories of this paper are: math
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The categories of this paper are: supr-con
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The categories of this paper are: q-alg
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The categories of this paper are: cs
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The categories of this paper are: ao-sci
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The categories of this paper are: hep-th
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The categories of this paper are: dg-ga
34
The categories of this paper are: chem-ph