In this article we analyse linear correlation and non-linear dependence of
traded volume, v, of the 30 constituents of Dow Jones Industrial Average at
different value scales. Specifically, we have raised v to some real value
α or β, which introduces a bias for small (α,β<0)
or large (α,β>1) values. Our results show that small values of v
are regularly \emph{anti-correlated} with values at other scales of traded
volume. This is consistent with the high liquidity of the 30 equities analysed
and the asymmetric form of the multi-fractal spectrum for traded volume which
has supported the dynamical scenario presented by us.Comment: 6 pages, 2 figure