  In this paper we present an interacting-agent model of stock markets. We
describe a stock market through an Ising-like model in order to formulate the
tendency of traders getting to be influenced by the other traders' investment
attitudes [1], and formulate the traders' decision-making regarding investment
as the maximum entropy principle for nonextensive entropy. We demonstrate that
the equilibrium probability distribution function of the traders' investment
attitude is the {\it q-exponential distribution}. We also show that the
power-law distribution of the volatility of price fluctuations, which is often
demonstrated in empirical studies, can be explained naturally by our model
which is based on the collective crowd behavior of many interacting agents.
