title: Comment on "tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets".
abstract: In a recent publication, Plerou and Stanley [Phys. Rev. E 76, 046109 (2007)] use the Meerschaert-Scheffler estimator to verify the "inverse half-cubic law" of trade size distributions. We show that this procedure systematically underestimates these tail exponents.
authors: Institute of Physics, Budapest University of Technology and Economics, Budafoki út 8, Budapest H-1111, Hungary.
authors: Eva
authors: E
authors: Rácz
authors: Zoltán
authors: Z
authors: Eisler
authors: János
authors: J
authors: Kertész