英文标题：
《Quantum spatial-periodic harmonic model for daily price-limited stock
  markets》
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作者：
Xiangyi Meng, Jian-Wei Zhang, Jingjing Xu, Hong Guo
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最新提交年份：
2014
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英文摘要：
  We investigate the behavior of stocks in daily price-limited stock markets by purposing a quantum spatial-periodic harmonic model. The stock price is presumed to oscillate and damp in a quantum spatial-periodic harmonic oscillator potential well. Complicated non-linear relations including inter-band positive correlation and intra-band negative correlation between the volatility and the trading volume of stocks are derived by considering the energy band structure of the model. The validity of price limitation is then examined and abnormal phenomena of a price-limited stock market (Shanghai Stock Exchange) of China are studied by applying our quantum model.
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中文摘要：
我们利用量子空间周期调和模型研究了日股价受限的股票市场中的股票行为。假定股票价格在量子空间周期谐振子势阱中振荡和衰减。考虑模型的能带结构，推导了波动率与股票交易量之间的复杂非线性关系，包括带间正相关和带内负相关。然后，利用我们的量子模型检验了限价的有效性，并研究了中国一个限价股票市场（上海证券交易所）的异常现象。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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