  We compute the analytic expression of the probability distributions F{AEX,+}
and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index
daily returns r(t). Furthermore, we define the \alpha re-scaled AEX daily index
positive returns r(t)^\alpha and negative returns (-r(t))^\alpha that we call,
after normalization, the \alpha positive fluctuations and \alpha negative
fluctuations. We use the Kolmogorov-Smirnov statistical test, as a method, to
find the values of \alpha that optimize the data collapse of the histogram of
the \alpha fluctuations with the Bramwell-Holdsworth-Pinton (BHP) probability
density function. The optimal parameters that we found are \alpha+=0.46 and
\alpha-=0.43. Since the BHP probability density function appears in several
other dissimilar phenomena, our results reveal universality in the stock
exchange markets.
