2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/209045Records 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.8 pages, 7 figures, 1 table, accepted to Phys. Rev. EPhysics and SocietyData Analysis, Statistics and ProbabilityStatistical Financetext