  We studied non-dynamical stochastic resonance for the number of trades in the
stock market. The trade arrival rate presents a deterministic pattern that can
be modeled by a cosine function perturbed by noise. Due to the nonlinear
relationship between the rate and the observed number of trades, the noise can
either enhance or suppress the detection of the deterministic pattern. By
finding the parameters of our model with intra-day data, we describe the
trading environment and illustrate the presence of SR in the trade arrival rate
of stocks in the U.S. market.
