Eisler, Z.; Kertész, J. - In: The European Physical Journal B - Condensed Matter and … 51 (2006) 1, pp. 145-154
We reanalyze high resolution data from the New York Stock Exchange and find a monotonic (but not power law) variation of the mean value per trade, the mean number of trades per minute and the mean trading activity with company capitalization. We show that the second moment of the traded value...