  We investigated the critical dynamics on the daily Taiwan stock exchange
index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A
global persistence exponent $\theta_{p}$ was defined for non-equilibrium
critical phenomena \cite{Janssen,Majumdar}, and describing dynamic behavior in
an economic index \cite{Zheng}.
  In recent numerical analysis studies of literatures, it is illustrated that
the persistence probability has a universal scaling form $P(t) \sim
t^{-\theta_{p}}$ \cite{Zheng1}. In this work, we analyzed persistence
properties of universal scaling behavior on Taiwan financial market, and also
calculated the global persistence exponent $\theta_{p}$. We found our
analytical results in good agreement with the same universality.
