在一维有限深方势阱中，自由粒子能以一定的概率隧穿到经典禁区之中。这正好能够与投资者在证券市场中获得超出预期的回报相对应。本文利用有限深方势阱中自由粒子的波函数，建立了回报率的波函数模型，并结合上证综指的历史数据，对模型中的参量进行了估值，最终得到了证券市场回报率的分布函数。该函数在0.01的显著性水平下能够与实际数据很好地符合，充分验证了波函数模型的有效性和稳健性，同时也表明了证券市场回报率具有一定的量子效应，量子理论能够一定程度上解释金融市场的收益特征。所得的分布函数印证了证券市场回报率分布具有尖峰、厚尾及不对称性等特征。此外，与伦敦市场进行比较发现上海证券市场具有较高的回报率，同时也存在较大的风险。这说明当前我国证券市场的投机性和风险性共存，同时也说明我国经济发展状况良好，但证券市场稳定性仍然需要继续加强。

In one-dimensional finite square potential well, the free particle has a certain probability tunneling into the restricted area. This is similar to investors geting non-expected return in stock markets. This paper establishs the wave function model for the rate of stock market returns, then estimates the parameters in the model by using the historical data of Shanghai Stock Exchange (SSE) Composite Index, and finally gives out the distribution function of the rate of stock market returns. The distribution function exhibits strong compatibility with the returns earned on the SSE. This demonstrates that the principle from quantum mechanics can apply to stock market at some aspect. The distribution function shows that the returns is highly leptokurtic, fat-tail, and asymmetric. Moreover, compared with London market, Shanghai market has higher returns, but also exists greater risk. This shows that Chinese stock market is speculative and risky at the same time, and also shows that the economic situation of china is good, but the stability of stock markets still needs to be strengthened.