Our purpose is to relate the Fokker-Planck formalism proposed by [Friedrich et al., Phys. Rev. Lett. 84, 5224 (2000)] for the distribution of stock market returns to the empirically well-established power law distribution with an exponent in the range 3− 5. We show how to use Friedrich et al.’s formalism to predict that the distribution of returns is indeed asymptotically a power law with an ex...