  We study the rank distribution, the cumulative probability, and the
probability density of returns of stock prices of listed firms traded in four
stock markets. We find that the rank distribution and the cumulative
probability of stock prices traded in are consistent approximately with the
Zipf's law or a power law. It is also obtained that the probability density of
normalized returns for listed stocks almost has the form of the exponential
function. Our results are compared with those of other numerical calculations.
