Before revision:   Differences between endogenous and exogenous stock market crises are also captured by the temporal changes in the Tsallis q-triplet.
After revision:  We also conclude that relative temporal variation patterns of the Tsallis q-triplet can be connected to different aspects of market dynamics and reveals useful information about market conditions especially those underlying the development of a stock market bubble. We found specific temporal patterns and trends in the relative variation of the indices in the q-triplet that distinguish periods just before and just after a stock-market bubble break. Differences between endogenous and exogenous stock market crises are also captured by the temporal changes in the Tsallis q-triplet.