{"paper":{"title":"Financial factor influence on scaling and memory of trading volume in stock market","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.data-an"],"primary_cat":"q-fin.TR","authors_text":"Fengzhong Wang, H. Eugene Stanley, Shlomo Havlin, Wei Li","submitted_at":"2011-06-07T19:00:55Z","abstract_excerpt":"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 capital"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.1415","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}