  More than one billion data sampled with different frequencies from several
financial instruments were investigated with the aim of testing whether they
involve power law. As a result, a known power law with the power exponent
around -4 was detected in the empirical distributions of the relative returns.
Moreover, a number of new power law behaviors with various power exponents were
explored in the same data. Further on, a model based on finite sums over
numerous Maxwell-Boltzmann type distribution functions with random
(pseudorandom) multipliers in the exponent were proposed to deal with the
empirical distributions involving power laws. The results indicate that the
proposed model may be universal.
