In this work we essentially reinterpreted the Sieczka-Ho{\l}yst (SH) model to
make it more suited for description of real markets. For instance, this
reinterpretation made it possible to consider agents as crafty. These agents
encourage their neighbors to buy some stocks if agents have an opportunity to
sell these stocks. Also, agents encourage them to sell some stocks if agents
have an opposite opportunity. Furthermore, in our interpretation price changes
respond only to the agents' opinions change. This kind of respond protects the
stock market dynamics against the paradox (present in the SH model), where all
agents e.g. buy stocks while the corresponding prices remain unchanged. In this
work we found circumstances, where distributions of returns (obtained for quite
different time scales) either obey power-law or have at least fat tails. We
obtained these distributions from numerical simulations performed in the frame
of our approach
