The article explores how the duration, volume, and returns of trades are connected in the stock market. By studying two groups of stocks based on how often they are traded, the researchers found that all stocks have trading volume patterns, with more frequent trading leading to higher clustering. They also discovered that times of high trading activity attract more informed traders, but only for stocks that are traded frequently. Lastly, stocks that are traded more often tend to return to their normal state quicker after experiencing a disturbance.