Before revision:  Based on the model, we investigate the Shanghai Stock Exchange of China from perspective of quantum statistics, and thereby examine the behaviors of the stock index violating the efficient market hypothesis, such as fat-tail phenomena and non-Markovian features. Our interdisciplinary works thus help to discovery the underlying quantum characteristics of stock markets and develop new research fields of econophysics .
After revision:  Based on the model, we investigate the Shanghai Stock Exchange of China from perspective of quantum statistics, and thereby examine the behaviors of the stock index with the assistance of the quantum Brownian motion model, thereby interpreting and studying the limitations of the classical Brownian motion model for the efficient market hypothesis from a new perspective of quantum open system dynamics .