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The probability distribution of stock price changes is studied by analyzing adatabase (the Trades and Quotes Database) documenting every trade for allstocks in three major US stock markets, for the two year period Jan 1994 -- Dec1995. A sample of 40 million data points is extracted, which is substantiallylarger than studied hitherto. We find an asymptotic power-law behavior for thecumulative distribution with an exponent alpha approximately 3, well outsidethe Levy regime 0< alpha <2.Comment: 5 pages, 4 figures, RevTex 2 figures adde

Inverse cubic law for the distribution of stock price variations