  In this paper one studies the distribution of log-returns (tick-by-tick) in
the Lisbon stock market and shows that it is well adjusted by the solution of
the equation, {$\frac{dp_{x}}{d| x|}=-\beta_{q^{\prime
}}p_{x}^{q^{\prime}}-(\beta_{q}-\beta_{q^{\prime}}) p_{x}^{q}$}, which
corresponds to a generalization of the differential equation which has as
solution the power-laws that optimise the entropic form $S_{q}=-k \frac{1-\int
p_{x}^{q} dx}{1-q}$, base of present non-extensive statistical mechanics.
