  Properties of distributions of the number of trades in different intraday
time intervals for five stocks traded in MICEX are studied. The dependence of
the mean number of trades on the capital turnover is analyzed. Correlation
analysis using factorial and $H_q$ moments demonstrates the multifractal nature
of these distributions as well as some peculiar changes in the correlation
pattern. Guided by the analogy with the analysis of particle multiplicity
distributions in multiparticle production at high energies, an evolution
equation relating changes in capital turnover and a number of trades is
proposed. We argue that such equation can describe the observed features of the
distribution of the number of trades in the stock market.
