Abstract: Abstract:The operating process of security market is the very handling process of information including disclosing, transmitting, analyzing and feeding back of information. It moves as information circle and is comprised of game theory of the information. One hand, the information circle is the process of accunulation, intensification and elimination of noise information. And the other hand, it is a process of formation, expansion and rupture of bubble too. Government implements policies according to the security market information that influence much on the noise and bubble in securiry market. This article firstly researches the influence on bubble from policy in the way of game theory and statistical analysis supplying a new research method