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.
After revision:  Based on the model, we investigate the Shanghai Stock Exchange of China and investigate fat-tail phenomena and non-Markovian behaviors of the stock index violating the efficient market hypothesis, such as fat-tail phenomena and non-Markovian features.