Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Liquidity and the multiscaling properties of the volume traded on the
  stock market   We investigate the correlation properties of transaction data from the New
York Stock Exchange. The trading activity f(t) of each stock displays a
crossover from weaker to stronger correlations at time scales 60-390 minutes.
In both regimes, the Hurst exponent H depends logarithmically on the liquidity
of the stock, measured by the mean traded value per minute. All multiscaling
exponents tau(q) display a similar liquidity dependence, which clearly
indicates the lack of a universal form assumed by other studies. The origin of
this behavior is both the long memory in the frequency and the size of
consecutive transactions.

6
The categories of this paper are: astro-ph
24
The categories of this paper are: dg-ga
11
The categories of this paper are: hep-lat
35
The categories of this paper are: mtrl-th
16
The categories of this paper are: stat
8
The categories of this paper are: hep-ex
34
The categories of this paper are: chem-ph
4
The categories of this paper are: cond-mat
2
The categories of this paper are: math
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an
22
The categories of this paper are: chao-dyn
0
The categories of this paper are: hep-ph