  In this article, we established a stock market model based on agents'
investing mentality. The agents decide whether to purchase the shares at the
probability, according to their anticipation of the market's behaviors. The
expectation of the amount of shares they want to buy is directly proportional
to the value of asset they hold. The agents sell their shares because of the
gaining-profit psychology, stopping-loss psychology, or dissatisfaction with
the long-time congealing of the assets. We studied how the distribution of
agent's assets varies along with systemic evolution. The experiments show us
obvious Mathew effect on asset distribution in the artificial stock market, and
we have found that the Mathew effect on asset distribution was more and more
salient along with the increasing of system running time, stock market size and
agents' activity extent.
