Before revision:  We investigate the relationship of this result with the stocks' capitalization and we show that a linear dependence from the logarithm of the capitalization  does not explain the observed stylized fact  .
After revision:  We investigate the relationship of this result with the stocks' capitalization and we show that a linear dependence from the logarithm of the capitalization does not explain the observed stylized fact , which we interpret as being originated from a deeper relationship .