Not Fully Developed Turbulence in the Dow Jones Index

The shape of the curves relating the scaling exponents of the structure functions to the order of these functions is shown to distinguish the Dow Jones index from other stock market indices. We conclude from the shape differences that the information-loss rate for the Dow Jones index is reduced at smaller time scales, while it grows for other indices. This anomaly is due to the construction of the index, in particular to its dependence on a single market parameter: price. Prices are subject to turbulence bursts, which act against full development of turbulence.