The parameters for fitting CDFs shown in Figs. 4 and 5 (SH index in the Chinese stock market) with <i>R</i> or <i>R</i>′ ranging from “Minimum” to “Maximum”.

α is the exponent (scaling parameter); “Std. Dev.” is the standard deviation for α, indicating the fitting error; and r2 is the regression coefficient that represents the degree of fitting with the power law: the perfect fitting corresponds to r2 = 1 [30].