Before revision:  This dependence is motivated both empirically, by analysis of empirical two-point histograms , and theoretically, by analysis of the bid-ask bounce mechanism containing some delay  .
After revision:  This dependence is motivated both empirically, by analysis of empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale, and justified theoretically by considering bid-ask bounce mechanism containing some delay .