  As a typical representation of complex networks studied relatively
thoroughly, financial market presents some special details, such as its
nonconservation and opinions spreading. In this model, agents congregate to
form some clusters, which may grow or collapse with the evolution of the
system. To mimic an open market, we allow some ones participate in or exit the
market suggesting that the number of the agents would fluctuate. Simulation
results show that the large events are frequent in the fluctuations of the
stock price generated by the artificial stock market when compared with a
normal process and the price return distribution is a \emph{l\'{e}vy}
distribution in the central part followed by an approximately exponential
truncation.
