  We study the statistical properties of the recurrence intervals $\tau$
between successive trading volumes exceeding a certain threshold $q$. The
recurrence interval analysis is carried out for the 20 liquid Chinese stocks
covering a period from January 2000 to May 2009, and two Chinese indices from
January 2003 to April 2009. Similar to the recurrence interval distribution of
the price returns, the tail of the recurrence interval distribution of the
trading volumes follows a power-law scaling, and the results are verified by
the goodness-of-fit tests using the Kolmogorov-Smirnov (KS) statistic, the
weighted KS statistic and the Cram{\'{e}}r-von Mises criterion. The
measurements of the conditional probability distribution and the detrended
fluctuation function show that both short-term and long-term memory effects
exist in the recurrence intervals between trading volumes. We further study the
relationship between trading volumes and price returns based on the recurrence
interval analysis method. It is found that large trading volumes are more
likely to occur following large price returns, and the comovement between
trading volumes and price returns is more pronounced for large trading volumes.
