  We perform a parallel analysis of the spectral density of (i) the logarithm
of price and (ii) the daily number of trades of a set of stocks traded in the
New York Stock Exchange. The stocks are selected to be representative of a wide
range of stock capitalization. The observed spectral densities show a different
power-law behavior. We confirm the $1/f^2$ behavior for the spectral density of
the logarithm of stock price whereas we detect a $1/f$-like behavior for the
spectral density of the daily number of trades.
