  Several models of stock trading [P. Bak et al, Physica A {\bf 246}, 430
(1997)] are analyzed in analogy with one-dimensional, two-species
reaction-diffusion-branching processes. Using heuristic and scaling arguments,
we show that the short-time market price variation is subdiffusive with a Hurst
exponent $H=1/4$. Biased diffusion towards the market price and blind-eyed
copying lead to crossovers to the empirically observed random-walk behavior
($H=1/2$) at long times. The calculated crossover forms and diffusion constants
are shown to agree well with simulation data.
