The New York state attorney general is investigating Macy's Inc and Barneys New York Inc after multiple allegations of racial profiling in which black customers say the New York City department stores targeted them because of their race.

The stores have until November 1 to submit information to Attorney General Eric Schneiderman's office concerning their policies on stopping and detaining customers, calling the police on suspicious customers, and policies on anti-discrimination and race, according to letters sent by the attorney general to Barneys Chief Executive Officer Mark Lee and Macy's Chief Stores Officer Peter Sachse.

"Attorney General Eric Schneiderman is committed to ensuring that all New York residents are afforded equal protection under the law. The alleged repeated behavior of your employees raises troubling questions about your company's commitment to that ideal," the letters read.

At a press conference at the headquarters of the Rev. Al Sharpton's civil rights group, National Action Network, Tuesday morning, Lee responded to the allegations, telling reporters that store officials have conducted an internal investigation of the incidents, and that Barneys has zero tolerance for discrimination.

Lee said that no Barneys employees were involved in the incidents and that Barneys workers did nothing wrong.

Kayla Phillips, 21, told reporters last week that four plainclothes officers forcefully stopped her after she left Barneys with her purchase in February.

"How did you buy this bag, where did you get the money from?" an officer asked her, Phillips said.

She and Trayon Christian, 19, who said he also was racially profiled after purchasing a belt at Barneys in April, want damages from the store and the New York Police Department. Christian has filed a lawsuit.

HBO television actor Robert Brown said at a news conference this month that he was racially profiled at the Herald Square Macy's in June. Brown said at least three plainclothes officers stopped him, accused him of using a fraudulent credit card and detained him inside the store.

Brown, star of HBO's "Treme," has filed a lawsuit against the NYPD seeking yet-to-be-specified damages, he said.

The NYPD did not respond to CNN's request for comment about Brown's claims.

Art Palmer, 56, of Brooklyn, told CNN he was stopped by New York Police Department officers in April after he left the Macy's department store in Herald Square. He had two bags of merchandise on him -- about eight items total -- when, he said, police stopped him and searched both bags to see if his receipts matched what was in the bags.

"We have received the attorney general's letter and are fully cooperating with the request," said Elina Kazan, spokeswoman for Macy's, who in a previous statement said Macy's is investigating the allegations.

Rapper and businessman Jay Z has a fashion line that is set to sell at Barneys. A Change.org petition calling for him to end this collaboration had more than 13,000 signatures Saturday night.

"Right as Jay Z prepares to roll out a new partnership with Barneys New York for the holiday shopping season, I've been disappointed to hear new allegations about how the retailer treats young black consumers," wrote the petition's creator, Derick Bowers of Brooklyn.

Jay Z -- who in addition to being a rapper runs restaurants, a sport agency and other ventures -- on Saturday issued a statement on his website that said he doesn't want to jump to conclusions without all the facts and that proceeds from his partnership will benefit his charitable foundation, not him.

"My idea was born out of creativity and charity ... not profit."

CNN's Haimy Assefa, Greg Botelho, Chris Boyette, Julia Lull, Laura L