  Records of the traded value f_i(t) of stocks display fluctuation scaling, a
proportionality between the standard deviation sigma(i) and the average <f(i)>:
sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The
non-trivial (i.e., neither 0.5 nor 1) value of alpha may have different origins
and provides information about the microscopic dynamics. We present a set of
recently discovered stylized facts, and then show their connection to such
behavior. The functional form alpha(dt) originates from two aspects of the
dynamics: Stocks of larger companies both tend to be traded in larger packages,
and also display stronger correlations of traded value.
