Abstract: Scale property is the important property of price fluctuationDeep research of it will result in important influence to the derivative price,risk control,market management and price forecastingBased on Chinese stock market,this paper studies not only the traditional PDF’s scale property,butalso the important correlation scale properyThen this paper gives the empirical evidence and useful illumination to the research mentioned above of Chinese stock market.

Key words: scale, fractal, price fluctuation, stock market