Before revision:  The scaling of the return with the standard deviation collapses the probabilities of all markets considered , and also for different time horizons, into single curves, suggesting that first-passage statistics is market independent (at least for high-frequency data).
After revision:  The scaling of the return with the standard deviation collapses the probabilities of all markets examined , and also for different time horizons, into single curves, suggesting that first-passage statistics is market independent (at least for high-frequency data).